Objective In this study, we aimed to evaluate the frequency of the main red flags in patients with headache who do have Covid‐19. Background Headache is one of the most frequent neurologic symptoms of Coronavirus disease 2019 (Covid‐19). Diagnosis of secondary headache disorders is still based on the presence of red flags. Design and Methods Cross‐sectional study of hospitalized patients with confirmed Covid‐19 disease. We interrogated every patient about the presence of headache and if so, a headache expert conducted a structured interview assessing the presence and type of the main red flags. We evaluated the presence of laboratory abnormalities on admission. Results We screened 576 consecutive patients, 130/576 (22.6%) described headache, and 104 were included in the study. Mean age of patients was 56.7 (standard deviation: 11.2) and 66/104 (63.4%) were female. Red flags concerning prior medical history were present in 79/104 (76.0%) cases, and those related to the headache itself were observed in 99/104 (95.2%) patients. All patients 104/104 (100%) described systemic symptoms and 86/104 (82.7%) some neurologic symptoms. Laboratory results were abnormal in 98/104 (94.2%) cases. The most frequent red flags were fever, in 93/104 (89.4%) patients, cough, in 89/104 (85.6% cases), and increased C‐reactive protein in 84/100 (84.0%) cases. Conclusion In patients with Covid‐19 that described the headache red flags were present in most cases. There was not any universal red flag, being necessary the comprehensive evaluation of all of them.