Background Headache problems are among the most common medical conditions. There are major gaps in understanding headaches among healthcare practitioners. This study aimed to determine challenges and barriers to headache training among neurology residents in Saudi Arabia. Methods A cross-sectional questionnaire-based study was conducted in Saudi Arabia. The target population was all Saudi neurology residents who were currently registered with the Saudi Commission for Health Specialties (SCHS). Statistical analysis was conducted using RStudio (R version 4.1.1). A chi-squared test is used for categorical variables whenever applicable. The statistical differences for continuous variables were assessed using a Wilcoxon rank sum test. Results A total of 227 respondents were included. More than half of the residents were male (56.8%). Large proportions of residents self-rated their knowledge as good for migraines (62.6%) and tension-type headaches (60.4%). The most experienced challenges included difficult diagnosis (30.4%) and treatment difficulties due to comorbidities (19.8%). The most stated barriers to optimal treatment of headache patients were the existence of challenges in collaboration between patient and therapist (24.7%). Most residents rely on the use of the International Classification of Headache Disorders (ICHD) in diagnosing and managing headache patients instead of the Saudi guidelines. The most reported reason for headache referral was suspicion of an underlying serious disease (31.7%). The most recommended non-pharmacological interventions were exercise (15.9%). Conclusion We found that residents reported the diagnosis of headache as the most challenging barrier. The overuse of analgesics played a role in causing the headache. The most often cited barrier to providing headache patients with the best possible care was difficulties in patient-therapist collaboration. Ongoing headache education and comprehensive academic training are recommended to enhance knowledge during neurology residency training and offer competent care for their patients.