Previous research has shown that cessation of caffeine consumption may be associated with a distinct withdrawal syndrome, typified by an increase in headaches. Recent research suggests that low to moderate consumers of caffeine may report an increase in headaches if they perceive caffeine to have been withdrawn regardless of whether it has been or not. The present study provides additional support for the role of subjective perceptions in the caffeine withdrawal syndrome. Forty-three low caffeine consumers recorded the incidence of headaches when drinking caffeinated or decaffeinated beverages. When caffeine was withdrawn the incidence of headaches increased but this effect was only significant in those individuals who could discriminate whether they were consuming caffeinated or decaffeinated beverages. This result suggests a major role of subjective perceptions and expectancies in the caffeine withdrawal syndrome, a view that contrasts with the notion that a significant proportion of caffeine consumers are physically dependent upon caffeine.