The aim was to determine the magnitude of the nocebo (adverse effects following placebo administration) in clinical trials for primary headache disorders. We reviewed randomized, placebo-controlled studies for migraine, tension-type headache (TTH), and cluster headache treatments published between 1998 and 2009. The frequency of nocebo was estimated by the percentage of placebo-treated patients reporting at least one adverse side effect. The dropout frequency was estimated by the percentage of placebo-treated patients who discontinued the treatment due to intolerance. In studies of symptomatic treatment for migraine, the nocebo and dropout frequencies were 18.45% and 0.33%, but rose to 42.78% and 4.75% in preventative treatment studies. In trials for prevention of TTH, nocebo and dropout frequencies were 23.99% and 5.44%. For symptomatic treatment of cluster headache, the nocebo frequency was 18.67%. Nocebo is prevalent in clinical trials for primary headaches, particularly in preventive treatment studies. Dropouts due to nocebo effect may confound the interpretation of many clinical trials.