Primary headache disorders encompass a heterogeneous group of neurologic disorders that cause recurrent or persistent head pain without any clear underlying cause. The epidemiology of the most common primary headache disorders, tension-type headache and migraine, the most common trigeminal autonomic cephalalgia, cluster headache, as well as chronic daily headache are addressed in this review. The incidence, prevalence, burden, and comorbidities of these disorders are discussed, and the risk factors for progression from episodic to chronic daily headache are also reviewed.