Circadian rhythm has important implications in primary headache disorders. Migraine attacks are known to be triggered by either excess or lack of sleep. Cluster headache is clinically characterized by headache attacks that recur in chronologically similar patterns and the presence of the cluster period. Recent epidemiological data have disclosed that there is a tendency that migraine attacks occur during the daytime. A marked seasonal variation of attack frequency is noted in migraine with aura. Functional imaging and voxel-based morphometric assay revealed abnormalities in the hypothalamus in patients with cluster headache. Besides, the serum melatonin level is reduced in cluster headache. A polymorphism of the orexin receptor 2 gene has been identified as a risk factor for developing cluster headache. Orexin may be a key molecule closely implicated in both biological rhythm and nociception. As hypnic headache exhibits a strictly chronological pattern of headache attacks, this unique headache disorder is referred to also as "alarm clock headache". As with cluster headache, structural abnormalities of the hypothalamus have been detected by voxel-based morphometric assay. From the anatomical perspective, there are close fiber connections between the hypothalamus and the trigeminal nucleus caudalis, thus reinforcing the importance of diurnal rhythm disturbance in the pathophysiology of headache disorders.