The impact of headache disorders is a problem of enormous proportions, both for individual and society. The medical literature tried to assess its effects on individuals, by examining prevalence, distribution, attack frequency and duration, and headache-related disability, as well as effects on society, looking at the socio-economic burden of headache disorders [Rasmussen (Cephalalgia 19:20-23, 1999)]; [Lanteri-Minet et al. (Pain 102:143-149, 2003)]. The issue of costs represents an important problem too, concerning both direct and indirect costs. Direct costs concern mainly expenses for drugs. Migraine has a considerable impact on functional capacity, resulting in disrupted work and social activities: many migraineurs do not seek medical attention because they have not been accurately diagnosed by a physician or do not use prescribed medication [Solomon and Price (Pharmacoeconomics 11:1-10, 1997)]. Indirect costs associated with reduced productivity represent a substantial proportion of the total cost of migraine as well. Migraine has a major impact on the working sector of the population, and therefore, determining the indirect costs outweighs the direct costs. This study will explain the notion of cost of illness, examining how it could be applied in such a framework. Then, an overview of the studies aimed at measuring direct and indirect costs of migraine and headache disorders will be carried out, later shifting on to the relationship between costs and quality of life for people affected by headache disorders. Finally, a brief review on advantages of new pharmaceuticals and preventive treatments for migraine for patients and society will outline improvements in the context of cost-effectiveness and cost-utility analysis.