The headache may be considered among the neuropathic pain syndromes of multiple sclerosis (MS). Several studies have showed that it is more frequent in MS patients than in controls or general population. Headache may occur at the pre-symptomatic phase, at clinical onset and during the course of the disease. Tension-type headache and migraine without aura are the most common primary headaches reported in MS patients. The disease-modifying therapies, such as interferons, may cause or exacerbate headache, although the new available treatments do not seem to increase the risk of pain. Pharmacological and not pharmacological approach may be considered in selected patients to prevent the risk of headache, ameliorate quality of life and increase the adherence to treatment.