Thunderclap headache is known to be a presenting feature of subarachnoid hemorrhage, unruptured intracranial aneurysm, cerebral venous thrombosis, cervical artery dissection, spontaneous intracranial hypotension, pituitary apoplexy, retroclival hematoma, and hypertensive reversible posterior leukoencephalopathy. We describe a case of thunderclap headache in the absence of focal, long-tract, or lateralizing neurological findings, as the primary clinical feature of embolic cerebellar infarcts. This case expands the differential diagnosis of thunderclap headache and reinforces the need for magnetic resonance imaging in the evaluation of such patients, even when neurologic examination, brain computed tomography, and cerebrospinal fluid analysis are normal.