Cluster headache is a rare form of headache associated with sleep and even speculated to be a manifestation of a sleep disorder rather than a primary headache. Cluster headache exhibits both circadian and circannual rhythmicity. While attacks often occur during sleep, the implication that cluster headaches might be involved with rapid eye movement (REM) sleep phases has neither been fully established nor refuted. The regulatory mechanisms governing sleep including hypothalamic activity and the autonomic nervous system response may play a role. Hypothalamic activation has been observed in cluster headache patients during positron emission tomography testing, but only during attacks. While sleep apnea is associated with morning headaches in general, the link between sleep-disordered respiration and cluster headache remains elusive. Hypoarousal during sleep and periods of hypoxia are associated with cluster headache, the latter likely involving inflammatory processes rather than apnea. Further study is needed, as cluster headaches represent a serious primary cephalgia that is incompletely understood.