Background: Headache is one of the most prevalent diseases. The Global Burden of Disease Study ranks it as the seventh most common disease overall and the second largest neurological cause of disability in the world. The "Do Not Do" recommendations are a strategy for increasing the quality of care and reducing the cost of care for headache. This study aimed to identify specific low-value practices in headache care, determine their frequency, and estimate the cost overrun that they represent, in order to establish "Do not Do" recommendations specifically for headache by consensus and according to scientific evidence. Methods: This was a mixed methods research study that combined qualitative consensus-building techniques, involving a multidisciplinary panel of experts to define the "Do Not Do" recommendations in headache care, and a retrospective observational study with review of a randomized set of patient records from the past 6 months in four hospitals, to quantify the frequency of these "Do Not Do" practices. We calculated the sum of direct costs of medical consultations, medicines, and unnecessary diagnostic tests. Results: Seven "Do Not Do" recommendations were established for headache. In total, 3507 medical records were randomly reviewed. Low-value practices had a highly variable occurrence, depending on the hospital and type of headache. Overall, 34.1% of low-value practices were related to treatment, 21% were related to overuse of imaging in consultation, and 19% were related to emergency care. The estimated cost of low-value practices in the four hospitals was 203,520.47 euros per 1000 patients. Conclusions: This study identified low-value headache practices that need to be eradicated and provided data on their frequency and cost overruns.