Sleep is a physiological and behavioral state where the person is partly isolated from the external environment. In the presence of sleep intrusions such as pain, sleep becomes fragmented. The non REM to REM ultradian oscillations, occurring every 90 to 110 minutes, are then disrupted by several brief and transient arousals (rise in cardiac, brain, muscle, and respiratory activities). The pain reports from these individuals tend to be exacerbated by the loss of sleep continuity. Tension headache, migraine, and cluster headache may occur before sleep (delaying sleep onset), during sleep (e.g., migraine, hypnic headache, cluster headache, and chronic paroxysmal hemicrania), or upon awakening (e.g., breathing disorder, bruxism, pain medication overuse, and arterial hypertension). Minor traumatic brain injury is frequently associated with headache and circadian sleep disturbances. Little is known on how to manage sleep-related headaches. A polygraphic search for breathing disturbances or periodic limb movements is recommended if the complaints are recurrent and associated with daytime somnolence. Use of breathing or oral devices is helpful if an upper airway resistance is present or if apneahypopnea is observed. Cognitive and behavioral approaches related to sleep hygiene and lifestyle are valuable. Hypnotic medications probably have limited long-term value.