Headache is one of the most common neurological symptoms reported in childhood and adolescence, leading to high levels of school absences, learning problems, and poor psychiatric conditions. Pediatric headache has been associated with several neurological and psychiatric comorbidities; in particular, depression, anxiety disorders, sleep disorders, and epilepsy have been associated with pediatric migraine. The goal of this article is to review the comorbidities associated with pediatric headache, thereby enabling pediatric neurologists to identify shared triggers and develop synergistic management strategies that address headache and its comorbidities.