Post-dural puncture headache (PDPH) is a frequent complication of dural puncture whether performed for diagnostic purposes or accidentally, as a complication of anesthesia. Because both procedures are common, clinicians interested in headache should be familiar with this entity. The differential diagnosis of PDPH is broad and includes other complications of dural puncture as well as headaches attributable to the condition which lead to the procedure. The patterns of development of PDPH depend on a number of procedure- and nonprocedure-related risk factors. Knowledge of procedure-related factors supports interventions designed to reduce the incidence of PDPH. Finally, despite best preventive efforts, PDPH may still occur and be associated with significant morbidity. Therefore, it is important to know the management and prognosis of this disorder. In this review, we will highlight diagnosis and clinical characteristics of PDPH, differential diagnosis, frequency, and risk factors as well as pathophysiology of PDPH.