Background Series of patients with SARS‐CoV‐2 infection report headache in 6%‐15% of cases, although some data suggest that the actual frequency is higher, and that headache is not associated with fever. No study published to date has analyzed the characteristics of headache in these patients. Objective To analyze the characteristics of COVID‐19 related headaches. Methods We conducted a survey of Spaniard healthcare professionals who have been infected by SARS‐CoV‐2 and presented headache during the course of the disease. The survey addressed respondents’ medical history and headache characteristics, and we analyzed the association between both. Results We analyzed the responses of a sample of 112 healthcare professionals. History of migraine was reported by 20/112 (17.9%) of respondents, history of tension‐type headache by 8/112 (7.1%), and history of cluster headache was reported by a single respondent; 82/112(73.2%) of respondents had no history of headache. Headache presented independently of fever, around the third day after symptom onset. The previous history of migraine was associated with a higher frequency of pulsating headache (20% in patients with previous migraine vs 4.3% in those with no history of migraine, P = .013). Conclusion Headache is often holocranial, hemicranial, or occipital, pressing, and worsens with physical activity or head movements. Because the characteristics of the headache and the associated symptoms are heterogeneous in our survey, we suggest that several patterns with specific pathophysiological mechanisms may underlie the headache associated with COVID‐19.