The very common symptom of headache most often has a benign cause and can usually be diagnosed following a thorough history and neurologic and focused general physical examinations. Because the potential etiologies can threaten life and neurological function, headaches provoke understandable concern on the part of the patient and health care provider. Thoughtful testing can exclude the worrisome underlying causes. This article reviews the neurological and general symptoms and signs that should prompt diagnostic testing and the specific diagnostic studies that are recommended. The worrisome factors include recent head or neck injury; a new, worse, worsening, or abrupt-onset headache; headache brought on by exertion or Valsalva maneuver/cough; new headache in the patient over the age of 50; neurological symptoms and/or abnormal signs; systemic symptoms and/or signs; and secondary risk factors such as a history of cancer or human immunodeficiency virus infection. Less worrisome are headaches that wake the patient from sleep at night, side-locked headaches, and prominent effect of change in posture on the pain. The diagnostic investigations include neuroimaging, cerebrospinal fluid examination, and blood testing in specific situations.