Sleep and headache have both generated curiosity within the human mind for centuries. The relationship between headache and sleep disorders is very complex. While Lieving in 1873 first observed that headaches were linked to sleep, Dexter and Weitzman in 1970 described the relationship between headache and sleep stages. Though our understanding of sleep and headache relationship has improved over the years with expanding knowledge in both fields and assessment tools such as polysomnography, it is still poorly understood. Headache and sleep have an interdependent relationship. Headache may be intrinsically related to sleep (migraine with and without aura, cluster headache, hypnic headache, and paroxysmal hemicrania), may cause sleep disturbance (chronic migraine, chronic tension-type headache, and medication overuse headache) or a manifestation of a sleep disorder like obstructive sleep apnea. Headache and sleep disorder may be a common manifestation of systemic dysfunction-like anemia and hypoxemia. Headaches may occur during sleep, after sleep, and in relation to different sleep stages. Lack of sleep and excessive sleep are both considered triggers for migraine. Insomnia is more common among chronic headache patients. Experimental data suggest that there is a common anatomic and physiologic substrate. There is overwhelming evidence that cluster headache and hypnic headaches are chronobiological disorders with strong association with sleep and involvement of hypothalamus. Cluster headache shows a circadian and circannual rhythmicity while hypnic headache shows an alarm clock pattern. There is also a preferential occurrence of cluster headache, hypnic headache, and paroxysmal hemicrania during REM sleep. Silencing of anti-nociceptive network of periaqueductal grey (PAG), locus ceruleus and dorsal raphe nucleus doing REM sleep may explain the preferential pattern. Sleep related headaches can be classified into (1) headaches with high association with obstructive sleep apnea, which includes cluster headache, hypnic headache, and headache related to obstructive sleep apnea; and (2) headaches with high prevalence of insomnia, medication overuse, and psychiatric comorbidity including chronic migraine and chronic tension-type headache. The initial step in the management of sleep related headache is proper diagnosis with exclusion of secondary headaches. Screening for sleep disorders with the use of proper tests including polysomnography and referral to sleep clinic, when appropriate is very helpful. Control of individual episode in less than 2 hours should be the initial goal using measures to abort and prevent a relapse. Cluster headache responds very well to injectable Imitrex and oxygen. Verapamil, steroids and lithium are used for preventive treatment of cluster headache. Intractable cluster headache patients have responded to hypothalamic deep brain stimulation. Hypnic headache patients respond to nightly caffeine, indomethacin, and lithium. Paroxysmal hemicrania responds very well to indomethacin. Early morning headaches associated with obstructive sleep apnea respond to CPAP or BiPAP with complete resolution of headache within a month. Patient education and lifestyle modification play a significant role in overall success of the treatment. Chronic tension-type headache and chronic migraine have high prevalence of insomnia and comorbid psychiatric disorders, which require behavioral insomnia treatment and medication if needed along with psychiatric evaluation. Apart from the abortive treatment tailored to the headache types, - such as triptans and DHE 45 for migraine and nonsteroidal anti-inflammatory medication for chronic tension-type headache, preventive treatment with different class of medications including antiepileptics (Topamax and Depakote), calcium channel blockers (verapamil), beta blockers (propranolol), antidepressants (amitriptyline), and Botox may be used depending upon the comorbid conditions.