We aimed to investigate the effectiveness of acupuncture in addition to routine care in patients with primary headache (> 12 months, two or more headaches/month) compared with treatment with routine care alone and whether the effects of acupuncture differ in randomized and non-randomized patients. In a randomized controlled trial plus non-randomized cohort, patients with headache were allocated to receive up to 15 acupuncture sessions over 3 months or to a control group receiving no acupuncture during the first 3 months. Patients who did not consent to randomization received acupuncture treatment immediately. All subjects were allowed usual medical care in addition to study treatment. Number of days with headache, intensity of pain and health-related quality of life (SF-36) were assessed at baseline, and after 3 and 6 months using standardized questionnaires. Of 15 056 headache patients (mean age 44.1 ± 12.8 years, 77% female), 1613 were randomized to acupuncture and 1569 to control, and 11 874 included in the non-randomized acupuncture group. At 3 months, the number of days with headache decreased from 8.4 ± 7.2 (estimated mean ±s.e.) to 4.7 ± 5.6 in the acupuncture group and from 8.1 ± 6.8 to 7.5 ± 6.3 in the control group (P < 0.001). Similarly, intensity of pain and quality of life improvements were more pronounced in the acupuncture vs. control group (P < 0.001). Treatment success was maintained through 6 months. The outcome changes in non-randomized patients were similar to those in randomized patients. Acupuncture plus routine care in patients with headache was associated with marked clinical improvements compared with routine care alone.