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The main aim of the present study was to do an update on studies on headache epidemiology as a preparation for the multinational European study on the prevalence and burden of headache and investigate the impact of different methodological issues on the results. The study was based on a previous study, and a systematic literature search was performed to identify the newest studies. More than 50% of adults indicate that they suffer from headache in general during the last year or less, but when asked specifically about tension-type headache, the prevalence was 60%. Migraine occurs in 15%, chronic headache in about 4% and possible medication overuse headache in 1–2%. Cluster headache has a lifetime prevalence of 0.2–0.3%. Most headaches are more prevalent in women, and somewhat less prevalent in children and youth. Some studies indicate that the headache prevalence is increasing during the last decades in Europe. As to methodological issues, lifetime prevalences are in general higher than 1-year prevalences, but the exact time frame of headache (1 year, 6 or 3 months, or no time frame stated) seems to be of less importance. Studies using personal interviews seem to give somewhat higher prevalences than those using questionnaires.