The objective is to give an introduction to methods and study designs used in headache epidemiologic studies, to discuss their merits and problems, and to show the potential of such studies. The distinction between descriptive and analytic studies is made, and methodological issues are discussed related to headache case definition, validation of diagnoses, time frame for headache, instruments for data collection, source population and sampling methods, as well as the problems with bias and confounding. Examples of how different designs (case series, ecological, cross-sectional, case-control and cohort studies) have been used in the headache field are then presented. Studies on headache epidemiology are important to document the prevalence and burden of headache disorders. It is as important that studies with an analytical design can prove to be potent tools to disclose causes and risk factors for headache, but a standardisation of methods is needed to increase comparability of studies.