Headache is very common in pituitary disease and is reported to be present in more than a third of all patients with pituitary adenomas. Tumour size, cavernous sinus invasion, traction or displacement of intracranial pain-sensitive structures such as blood vessels, cranial nerves and dura mater, and hormonal hypersecretion are implicated causes. The present review attempts to systematically review the literature for any combination of headache and pituitary or hormone overproduction or deficiency. Most data available are retrospective and/or not based on the International Headache Society (IHS) classification. Whereas in pituitary apoplexy a mechanical component explains the almost universal association of the condition with headaches, this correlation is less clear in other forms of pituitary disease and a positive impact of surgery on headaches is not guaranteed. Similarly, invasion into the cavernous sinus or local inflammatory changes have been linked to headaches without convincing evidence. Some studies suggest that oversecretion of GH and prolactin may be important for the development of headaches, and treatment, particularly with somatostatin analogues, has been shown to improve symptoms in these patients. Otherwise, treatment rests on general treatment options for headaches based on an accurate clinical history and a precise classification which includes assessment of the patient's psychosocial risk factors.