The subcommittee of the International Headache Society for headache classification (ICHD-II) has recently recognised that secondary headaches may occur in patients affected by inflammatory diseases (ID) of the central nervous system (CNS), classifying them among the headaches attributed to non-vascular intracranial disorders. The aim of the study was to verify the association between headache and inflammatory non-infectious diseases of the CNS, by a review of the literature data on the topic, integrated by personal cases and data. Secondary headaches may occur in four main disorders: neurosarcoidosis (sec 7.3.1), aseptic (non-infectious) meningitis (7.3.2), other non-infectious ID (7.3.3) and lymphocytic hypophysitis (7.3.4). Headache and/or primary headaches are frequently reported in patients with neurosarcoidosis (30%), Behçet’s syndrome (BS) (55%) and acute disseminated encephalomyelitis (45–58%). Recent data show a high incidence of headache also in multiple sclerosis (MS) (58%) (not mentioned in ICHD-II). The association between headache and inflammatory dysimmune diseases of the CNS, in particular BS and MS, might suggest a pathogenetic relationship.