Background: Hypoxia causes secondary headaches such as high-altitude headache (HAH) and headache due to acute mountain sickness. These secondary headaches mimic primary headaches such as migraine, which suggests a common link. We review and discuss the possible role of hypoxia in migraine and cluster headache. Methods: This narrative review investigates the current level of knowledge on the relation of hypoxia in migraine and cluster headache based on epidemiological and experimental studies. Findings: Epidemiological studies suggest that living in high-altitude areas increases the risk of migraine and especially migraine with aura. Human provocation models show that hypoxia provokes migraine with and without aura, whereas cluster headache has not been reliably induced by hypoxia. Possible pathophysiological mechanisms include hypoxia-induced release of nitric oxide and calcitonin gene-related peptide, cortical spreading depression and leakage of the blood-brain barrier. Conclusion: There is a possible link between hypoxia and migraine and maybe cluster headache, but the exact mechanism is currently unknown. Provocation models of hypoxia have yielded interesting results suggesting a novel approach to study in depth the mechanism underlying hypoxia and primary headaches.