Headache is the most common neurological symptom in COVID-19, reported in 6.5 to 34% of patients. Few studies have analyzed its characteristics, and some of them included cases without laboratory confirmation or reported only critical patients. We aimed to analyze the clinical characteristics of COVID-19 associated headache in laboratory-confirmed cases. We conducted a retrospective evaluation of patients with COVID-19 and neurological symptoms. Patients who reported headache answered an interview about its clinical characteristics. Twenty-four patients with COVID-19 associated headache completed the interview. Mean age of patients was 53.8 (standard deviation-17.44), and 14 out of 24 (58.3%) were male. The majority (75%) had no previous history of headache. Fever was documented in 19 out of the 24 patients (79.1%). Headache was predominantly bifrontal or holocranial, in pressure, during hours, worsening with cough or physical activity. COVID-19 headache tends to appear in the first days of symptoms, be either frontal or holocranial and last for days. The quality of pain in pressure and the worsening with cough or physical activity were reported in most cases. We have not found any characteristic that could differentiate COVID-19 associated headache from other causes of headache, possibly because of its multifactorial mechanism.