Both tinnitus and headache are very prevalent conditions in the general population, with bidirectional co-occurrence of them. A number of studies revealed a high prevalence of headache in tinnitus patients; however, most of them used self-reported symptoms, questionnaires, or health databases and were retrospective. The aim of this study was to evaluate the prevalence of different types of headache in a cohort of tinnitus patients and to assess the influence of headache on tinnitus parameters, focusing on appropriate headache and tinnitus diagnosis verified by clinical examination. This prospective study involved 286 patients diagnosed with subjective non-pulsating tinnitus. Patients’ clinical information was thoroughly assessed by the multidisciplinary team, including tinnitus characteristics and severity according to the Tinnitus Handicap Inventory (THI), loudness assessed by the Visual Analogue Scale (VAS), audiometry, type of headache diagnosed according to the third edition of the International Classification of Headache Disorders, severity of headache assessed by the Numeric Rating Scale (NRS), and impact of headache using the Headache Impact Test (HIT). In total, 141 (49.3%) tinnitus patients were diagnosed with headache, most of them with tension-type headache or migraine. They were significantly younger; mostly women; had bilateral tinnitus, vertigo, and depression more frequently; and had hearing loss less frequently as compared with the non-headache group. In total, 82 (58.16%) patients had the same localization of tinnitus and headache. Younger age, female gender, higher tinnitus burden measured by THI, and coexistence of hearing loss were independent variables connected with the occurrence of headache in the tinnitus group. According to our study, headaches impact tinnitus on many different levels and may be an important co-factor for tinnitus subtyping. We recommend screening for headache coexistence in all tinnitus patients.