For decades, the headache was not considered a typical symptom of multiple sclerosis (MS) and was construed as a "red flag" for important differential diagnoses such as cerebral vasculitis. Meanwhile, several studies have demonstrated an increased prevalence of headaches in MS compared to the general population. This is due to the heterogeneity of headache genesis with frequent occurrence of both primary and secondary headaches in MS. On the one hand, MS and migraine are often comorbid. On the other hand, secondary headaches frequently occur, especially in the course of MS relapses. These are often migraine-like headaches caused by inflammation, which can improve as a result of MS-specific therapy. Headaches are particularly common in the early stages of chronic inflammatory CNS disease, where inflammatory activity is the greatest. In addition, headaches can also occur as a side effect of disease-modifying drugs (DMDs). Headache can occur with most DMDs and is most frequently described with interferon-beta therapy. The aim of this work is to present the prevalence of headaches and describe the heterogeneity of possible causes of headaches in MS. In addition, important therapeutic aspects in the treatment of MS patients, in general, will be presented as well as different approaches to the treatment of headaches in MS depending on the etiological classification.