Background: We aimed to assess the prevalence of headache and migraine, along with comorbidities, in a large Saudi sample. Methods: Self-reported information was collected about headache, migraine and migraine comorbidities including depression, restless legs syndrome (RLS), syncope, bruxism, hypertension and ischaemic disease. The OR was estimated using logistic regression for any associations with headache and migraine. We then analyzed to find a trend of increasing migraine symptoms for each significant comorbidity. Results: Out of 4,943 respondents, 4,158 (84.12%) had recurring headaches. Migraine was present in 1,333 (26.97%), with female predominance (ratio of 1: 2.9). There were statistically significant ORs between migraine and female sex, current smokers, higher income, hypertension, depression, syncope, RLS and bruxism. Non-migraine headaches were significantly associated with female sex, age, RLS and ischaemic disease. Migraine with aura was significantly associated with syncope, ischaemic disease, higher income and BMI. There was an overall significant trend of increasing migraine features in the presence of depression, syncope, RLS, bruxism and hypertension. Conclusions: Headache in general and migraine in particular are associated with multiple comorbidities in comparison to non-headache participants in our cohort, with an estimated prevalence similar to that of western countries.