Headache is a common symptom in pregnancy. The differential diagnosis for headache in pregnancy is broad and includes conditions that range in acuity and severity. Most headaches in pregnancy are migraine or tension-type headaches. However, pregnant women are at an increased risk of vascular causes of headache due to hormone changes and increased hypercoagulability in pregnancy. A careful history, physical examination, and possible diagnostic workup should be performed. Treatment of headache in pregnancy varies according to the etiology, but care should be taken when performing diagnostic studies and considering pharmacologic treatments, given the possible risk to the mother and fetus.