A population-based longitudinal study suggests that obesity is a strong risk factor for the development of headaches on 15 or more days per month. Little is know about the influence of weight on the response to headache preventive treatment. Herein we prospectively assessed the influence of the baseline body mass index (BMI) on the response to headache preventive treatment. We included adults with episodic or chronic migraine (ICHD-2), or transformed migraine (Silberstein and Lipton criteria) that sought care in a headache clinic. BMI was assessed in the first visit. Baseline information included headache frequency, number of days with severe headache (prospectively obtained over 1 month), and headache-related disability (HIT-6). The same information was obtained after 3 months of preventive treatment. Subjects were categorized based on BMI in: normal weight (≤24.9), overweight (25–29.9), or obese (≥30). We contrasted the headache end-points using anova with post-test and Kruskal–Wallis with post-test. We used logistic regression to model BMI and headache parameters adjusting for covariates. Our sample consisted of 176 subjects (79.5% women, mean of 44.4 years). At baseline 40.9% had normal weight, 29.5% were overweight and 27.3% were obese. No significant differences were observed in the number of headache days at baseline. After treatment, frequency declined in the entire population, but no significant differences were found by BMI group. Regarding the number of days with severe pain per month, there were also no significant differences at baseline (normal = 6.1, overweight = 6.5, obese = 6.7), and improvement overall (P = 0.01). However, changes were greater in the obese (reduction in 2.7 days with treatment) and overweight (3.9) vs. normal (1.5, P < 0.01). Finally, HIT scores at baseline did not differ by BMI group (normal weight = 63.8, overweight = 64.1, obese = 63.6). However, compared with the normal weighted group, change in HIT scores (follow-up baseline) were greater in the obese (6.4 vs. 3.5, P < 0.05) and overweight groups (6.8 vs. 3.5, P < 0.05). In the logistic regression model, BMI did not account for changes in disability, headache frequency, or in the number of days with severe headache per month, after adjusting for covariates. Contrary to what we hypothesized, obesity at baseline does not seem to be related to follow-up refractoriness to preventive treatment.