Headache patterns for both primary and secondary headaches are often modified in women during pregnancy. Although approximately two thirds of women with migraines experience headache improvement during pregnancy; women who continue to suffer from migraine or other headaches during pregnancy need effective clinical care to include appropriate diagnostic studies, counseling about expectations during pregnancy and lactation, and modifications in therapeutic regimens to minimize risk to the fetus and nursing baby. This review describes the epidemiology of headache during pregnancy and lactation, to include both effects of these conditions on headache activity and possible concerns about how a maternal headache diagnosis may influence the course and outcome of pregnancy. Although restrictions in diagnostic testing and medication interventions are often necessary during pregnancy and breastfeeding, this review describes evaluation and management strategies that provide effective clinical care while minimizing risk to the developing baby.