A previous study on the headache prevalence in Europe covered the data up till 2005 [1]. The present review will include all previous studies, including relatively recently published reviews [1–3] with the addition of new relevant studies that have appeared in the years between 2005 and 2009. The way the research methodology can influence the results has been thoroughly discussed in some of these and other publications [1, 4, 5]. The aim of the present article was to give an update on the prevalence of the most important headache types in Europe, to identify gaps in our present knowledge and to analyse some methodological issues in order to choose an optimal methodology for the studies to be performed for the EUROLIGHT project.