The aim of this study was to examine a possible association between smoking, alcohol and headache in a large population-based cross-sectional study. A total of 51 383 subjects completed a headache questionnaire and constituted the ‘Head-HUNT’ Study. Questionnaire-based information on smoking was available in 95% and on alcohol in 89% of the individuals. Associations were assessed in multivariate analyses, estimating prevalence odds ratios (ORs) with 95% confidence intervals (CI). Prevalence rates for headache were higher amongst smokers compared with never smokers, most evident for those under 40 years smoking more than 10 cigarettes per day (OR 1.5, 95% CI 1.3–1.6). Passive smoking was also associated with higher headache prevalence. For alcohol use, there was a tendency of decreasing prevalence of migraine with increasing amounts of alcohol consumption compared with alcohol abstinence. Only with regard to symptoms indicating alcohol overuse, a positive association with frequent headache was found. The association between headache and smoking found in the present study raises questions about a causal relationship, e.g. that smoking causes headache or that it allays stress induced by headache. The observed negative association between migraine and alcohol consumption is probably explained by the headache precipitating properties of alcohol.