The aim of the present study is to assess the actual and lifetime frequency of neuropathic (trigeminal neuralgia, L'Hermitte's sign, dysesthesic pain) and somatic (painful muscle spasms and low back pain) pain and headache (tensive headache and migraine) in a cross-sectional sample of 428 consecutive multiple sclerosis (MS) outpatients followed-up in an Italian University MS center over a 3-month period. The impact of demographic and disease-related variables on pain and headache risk is also studied. A semi-structured questionnaire was administered during a face-to-face interview with MS patients and a multivariate logistic regression model is applied to obtain crude and adjusted risk measures. The mean age of the sample was 38.4 years, and female/male ratio was 1.65. The mean disease duration was 9.6 years and the median Expanded Disability Status Scale was 2.0, with most of the patients (74.8%) being affected by the relapsing-remitting form. Lifetime prevalence at the date of examination of at least one type of neuropathic or somatic pain was 39.8% in MS patients, with 58.5% also including headache, while the actual prevalence was 23.8% and 39.9%, respectively. After multivariate analysis, a progressive course of disease was shown to increase the risk of dysesthesic pain and painful muscle spasms, while greater disability was responsible for a higher risk of back pain. L'Hermitte's sign was more frequent in younger patients, while females had a higher risk of headache. Pain and headache in MS are not negligible symptoms and a neurological examination should not miss the assessment of risk factors for specific types of pain for a more specific and individualized treatment.