Sleep and headache are strongly interconnected, this narrative review gives an overview of the current pathophysiological and clinical correlates of sleep in primary headache disorders. Circuits across the brainstem and hypothalamus that are involved in the regulation of sleep and wake overlap with known headache and pain pathways, offering a possible pathophysiological basis for this relationship. Furthermore, growing evidence supports a key role for orexin (hypocretin), with dysregulated signalling and widespread orexin receptor expression in the trigeminocervical complex and trigeminal ganglion, key structures in headache pathophysiology. Clinically, people with migraine frequently report poor subjective sleep quality, high rates of insomnia, and an increased prevalence of sleep disorders such as restless legs syndrome. Additionally, reduced sleep is often reported as a trigger for migraine attacks. Cluster headache (CH) shows a particularly close relationship with sleep with attacks that occur at night during sleep. Polysomnography studies did not provide evidence for an association between specific sleep stages and attacks. Nonetheless, attacks often lead to impaired sleep quality and excessive daytime sleepiness in people with CH. Hypnic headache (HH) is characterized by headache attacks that occur exclusively during sleep. Lastly, sleep disturbances are also common in people with tension-type headache (TTH), particularly insomnia and daytime sleepiness. However, objective sleep studies generally show normal sleep architecture. Overall, substantial (patho)physiological and clinical overlap between headache and sleep disorders highlights the importance of systematically assessing and addressing of sleep disturbances in people with headache.