Objective To determine the prevalence of hypnic headache. Background The exact prevalence of hypnic headache is unknown since there are no published population-based prevalence studies. Methods This study was a pilot for the SAGA cohort study, a population-based study on life stressors and various indices of health. Of 1398 invited adults, 921 (66%) participated; 402 men (average age 45.6 years, SD 13.2) and 519 women (52.6 years, SD 11.1). Subjects answered a headache questionnaire including a screening question for hypnic headache. “Do you have a headache that occurs only during sleep and causes wakening?”. Diagnosis of hypnic headache was made by clinical interview using ICHD-3 criteria. Results Among 921 participants, six screened positive for hypnic headache, of those two 0.22% (95% CI 0.06–0.79%) had probable hypnic headache and none had definite hypnic headache. Conclusion Confirming that hypnic headache is rare, these data suggest a 0.22% prevalence of probable hypnic headache.