The aim of this study was to evaluate the association between obstructive sleep apnea and morning headache and to assess the improvement of morning headache following positive airway pressure therapy. One hundred and sixteen participants were enrolled in this study; all of them received positive airway pressure therapy for at least 3 months. We checked the differences in various sleep apnea-related parameters according to the presence of morning headache and evaluated the improvement of morning headache following positive airway pressure therapy. Among the 116 study participants, 103 were men, with a mean age and body mass index of 50.34 ± 10.23 years and 28.00 ± 4.21 kg/m, respectively. The severity of morning headache was higher in the severe obstructive sleep apnea group than in the mild to moderate group (2.16 ± 1.70 vs. 1.50 ± 1.57, P = 0.027). However, the various polysomnographic parameters did not significantly differ according to the presence of headache. The Epworth sleepiness scale score was significantly higher in the morning headache presence group than in the absence group (10.90 ± 5.45 vs. 8.13 ± 4.27, P = 0.003). Furthermore, a notable correlation was observed between the reduction in daytime sleepiness and the improvement in morning headache following PAP treatment (r = 0.503, P < 0.001). Morning headache significantly improved following positive airway pressure therapy (prevalence: 53.4-16.4%; severity: 1.92 ± 1.67 vs. 0.86 ± 0.80, all P < 0.001), especially in the patients with morning headache before positive airway pressure therapy. Morning headache is significantly associated with daytime sleepiness and positive airway pressure therapy improves morning headache.