Clinical complexity encompasses multiple levels, including all the disorders and conditions experienced by a person along cross-sectional and longitudinal contexts, the diversity of severity levels and courses of clinical conditions, but also the plurality of values of people experiencing health problems and seeking help for them. The term comorbidity refers to the association of two distinct diseases in the same individual at a rate higher than expected by chance. Looking systematically to comorbidity represents the main road to approach patients' clinical complexity. Once epidemiologically established through population or community surveys, the study of the comorbidity direction and of the chronological patterns of associated clinical entities may offer relevant information from both a clinical and a scientific point of view. Comorbidity profiles of migraine and tension-type headache offer a paradigmatic example to appraise and highlight headache patient clinical complexity, allowing the conversion of diagnosis from a validated cluster of symptoms to a person-centred clinical diagnosis.