Women (n = 1443) expecting their first child were studied to examine whether prepregnancy headache predicts problems in the well-being of pregnant women and new-borns. Subject collection was based on stratified randomized cluster sampling. Impairment of health during the first trimester was more often reported by women with frequent prepregnancy headache than by nonsufferers. They also made more visits to a doctor and had more pregnancy symptoms during the third trimester. Use of any medication during the first trimester was also more common in the headache group. Mental health status was worse, fatigue and depression increased during pregnancy more often, and stress and anxiety about delivery were more common in this group. The relationship with spouses worsened during pregnancy in the headache group and seemed to be predicted by impairment of somatic health during the first trimester and increasing depression during pregnancy. No statistical differences between groups were found in variables measuring the well-being of the newborns. Frequent prepregnancy headache proved to be a strong predictor of ill-being in pregnant women. This result should find practical applications in the preventive work of maternity health care clinics.