Purpose of Review The purpose of this review is to examine the relationship between headaches and epilepsy as well as headaches and psychogenic non-epileptic seizures (PNES). Emphasis was placed on clinical characteristics, pathophysiology, and treatment. Recent Findings Epilepsy and headaches are common disorders that co-occur more often than would be expected by chance. There are some overlapping clinical features between migraine and epilepsy as well as evidence for shared underlying mechanisms. Proposed theories for a shared etiology include ion channel dysfunction, glutamatergic mechanisms, and mitochondrial dysfunction. Some, but not all, recent diagnostic classification systems have recognized the relationship between headaches and epilepsy. Ictal headaches are rare and should raise suspicion for PNES. Headaches in patients with epilepsy are undertreated despite evidence for efficacy of abortive headache medications. Summary Comorbid headaches and epilepsy are relatively common in the population presenting to a neurologist. Patients who have headaches and epilepsy and/or PNES should receive appropriate treatment that often includes mutually beneficial preventative therapy and includes abortive headache treatment.