Aims: Headaches have not been considered a typical symptom of multiple sclerosis (MS), although since 2000, almost every study showed high prevalence. We screened 50 MS patients at the time of first occurrence of neurological symptoms and found the highest prevalence of headache in MS that was ever recorded (78%). Postmortem histological analyses of MS patients’ brains revealed lymphoid follicle-like structures in the cerebral meninges and a pathophysiological link between headache, and high inflammatory activity especially in the initial phase of MS could be suspected. The aim of this study was to get insights into the persistence of headache in the further progress of the disease. Methods: In a prospective, multicenter study, 50 MS patients at the time of first symptom manifestation were screened for the presence of headache within the last 4 weeks and again 6 months later with help of the Rostock Headache Questionnaire (Rokoko) as well as using the evaluation of case history and clinical-neurological investigation. Results: We found a decrease of headache prevalence after 6 months from 78 to 61% (p = 0.01). We could also show a decrease of headache frequency, measured by days with headache in the last 4 weeks (9.5 vs. 5.9, p = 0.001). Migraine or probable migraine was the most frequent headache. In both investigations, the most frequent headache was recurrent pain with pulsating and throbbing character that lasted between 4 and 72 h. Conclusion: Headaches should be taken seriously as an important symptom in early MS. The decrease of headache 6 months after first symptom manifestation of MS could be a result of the immunomodulatory therapy. Young patients in whom migraine-like headaches occur should obligatory undergo an MRI of the head, and in the case of abnormal findings differential diagnosis should be initiated. This could reduce latency until final diagnosis of MS and enable early treatment.