Recent studies on Multiple Sclerosis (MS) pathology mention the involvement of "tertiary B cell follicles" in MS pathogenesis. This inflammatory process, which occurs with interindividually great variance, might be a link between MS pathology and headaches. The aim of this study was to detect the prevalence of headaches and of subtypes of headaches (migraine, cluster, tension-type headache [TTH]) in an unselected MS collective and to compile possibly influencing factors. Unselected MS patients (n = 180) with and without headache were examined by a semi-structured interview using a questionnaire about headache, depression and the health status. Additionally clinical MS data (expanded disability state score [EDSS], MS course, medication, disease duration) were gathered. N = 98 MS patients (55.4%) reported headaches in the previous 4 weeks. We subsequently grouped headache patients according to the IHS criteria and detected 16 (16.3%) MS patients suffering from migraine (migraine with aura: 2 [2%]; migraine without aura: 14 [14.3%]), 23 (23.5%) suffering from TTH and none with a cluster headache. Thus, headaches of 59 (60.2%) MS patients remained unclassified. When comparing MS patients with and without headaches significant differences in age, gender, MS course, physical functioning, pain and social functioning occurred. MS patients with headaches were significantly younger of age (p = 0.001), female (p = 0.001) and reported more often of a clinically isolated syndrome (CIS) and relapsing/remitting MS (RRMS) instead of secondary chronic progressive MS (SCP). EDSS was significantly lower in MS patients suffering from headaches compared to the MS patients without headaches (p = 0.001). In conclusion headache in MS patients is a relevant symptom, especially in early stages of the MS disease. Especially unclassified headache seems to represent an important symptom in MS course and requires increased attention.