Objective To investigate headache treatment before and during pregnancy. Background Most headaches in pregnancy are primary disorders. Headaches are likely to ameliorate during pregnancy, although they may also begin or worsen. Most headache medications should be avoided during pregnancy because of potential fetal risks. However, only scarce evidence on headache drug consumption during pregnancy is available. Design ATENA was a retrospective, self-administered questionnaire-based, cohort study on women in either pregnancy or who have just delivered and reporting headache before and/or during pregnancy. Results Out of 271 women in either pregnancy or who have just delivered, 100 (37%) reported headache before and/or during pregnancy and constituted our study sample. Before pregnancy, the attitude toward the use of symptomatic drugs was characterized by both a strong focus on their safety and the willingness to avoid possible dependence from them. Compared to the year before, pregnancy led to changes in behavior and therapeutic habits as shown by a higher proportion of patients looking for information about drugs (44/100 44% vs. 36/100 36%) and a lower proportion of those treating headache attacks (88/100 88% vs. 52/100 52%) and by a lower use of nonsteroidal anti-inflammatory drugs (68/100 68% vs. 5/100 5%) and a much higher use of paracetamol (33/100 33% vs. 95/100 95%). Conclusions Pregnancy changes how women self-treat their headache, and leads to search for information regarding drug safety, mostly due to the perception of fetal risk of drugs. Healthcare providers have to be ready to face particular needs of pregnant women with headache.