ABSTRACT: The striking difference between men and women in headache prevalence is suggested to develop in adolescence. Although headaches are common and affect quality of life and daily functioning, the evidence needed to develop effective counselling and preventive approaches is still limited. Using data collected at age 11, 14, 17, and 20 years in the Dutch Prevention and Incidence of Asthma and Mite Allergy birth cohort study (n = 3064 with ≥ 1 questionnaire), we assessed headache prevalence and incidence in girls and boys and explored associations with early life, environmental, lifestyle, health, and psychosocial factors. Associations were analysed longitudinally with generalized linear mixed models and discrete time hazard models. From age 11 to 20 years, the prevalence of headache increased from 9.4% to 19.8% in girls and hardly changed in boys (7.6%-6.1%). Headache commonly co-occurred with other unfavorable health and psychosocial conditions. Eighty-eight percent of the girls and 76% of boys with headache also reported at least one of the following at age 17: sleeping problems, asthma, hay fever, musculoskeletal complaints, fatigue, low mental health, or worrying. Results suggest higher headache prevalence in adolescents following lower educational tracks, in those who skip breakfast ≥2 days per week, and in boys exposed to tobacco smoke in infancy. In girls, sleeping problems and musculoskeletal complaints were associated with higher odds of incident headache and residential greenness with lower odds of incident headache. The high prevalence and strong female predominance of headache, already in adolescence and often with comorbidities, deserve recognition by professionals in (preventive) health care settings and schools.