Objectives To document the prevalence of new headaches in patients with Covid‐19 infection and the potential association with other neuro‐sensorial symptoms (anosmia and ageusia). The persistence of these symptoms 1 month after recovery was also documented. Background Headaches are a very common symptom of viral infections. Surprisingly, early Chinese studies reported a relatively low prevalence (12‐15%) of headaches associated with Covid‐19. Methods All the patients with laboratory‐confirmed or chest‐CT‐confirmed Covid‐19 infection, diagnosed between February 27th and April 15th, 2020 in the dedicated laboratory of Clermont‐Ferrand University Hospital were followed for 1 month after recovery. Results A total of 139 consecutive patients (mean [SD] age, 48.5 [15.3] years; 87 women [62.6%]) were interviewed 1 month after disappearance of fever and dyspnea (semi‐structured phone interview). Overall, 59.0% (82/139) of people with Covid‐19 had mild disease, 36.7% (51/139) had severe disease, and 4.3% (6/139) had critical illness. Eighty‐two (59.0%; 95% CI: 50.3 to 67.3) reported new headaches during the acute phase and 3.6% (5/139) had persistent headaches 1 month after fever and dyspnea remission. Anosmia and ageusia were also very common, occurring in 60.4% (84/139) and 58.3% (81/139) of the patients, respectively. These 2 symptoms persisted in 14.4% (20/139) and 11.5% (16/139) of Covid‐19 patients 1 month after recovery. Headaches were neither clearly associated with anosmia, nor with ageusia, and were not associated with disease severity (ie, requiring hospitalization or intensive care unit). Conclusion This specific study highlights the high prevalence of new headaches during Covid‐19 infection in French patients. Further studies are needed to refine the characterization of patients with Covid‐19‐associated headaches.