Objective To assess the prevalence of headache in post-menopausal women. Methods Women attending gynecology outpatient services in the coastal region of the state of Sao Paulo, Brazil were invited to participate in this study. Only those with non-surgical menopause and no hormone replacement therapy were included. Prevalence and characterization of headaches were assessed, as well as the burden of migraine, traits of anxiety and depression, and menopausal symptomatology. Results One hundred and three women were included in the study. Migraine affected 14.7% of them. Some previous type of headache was reported by 86.2% of the women, most of whom improved during menopause but still presented with headache attacks. There was a correlation between higher migraine disability and depressive traits. Conclusions Many women believe that their headaches, particularly migraine, will end after menopause. This is, unfortunately, not the case for many of them.