Objective To determine the prevalence of headache, review variables believed to be associated, and assess distress levels in pregnant women. Methods This is a cross-sectional study conducted on pregnant women who presented to a Training and Research Hospital in Sakarya, Turkey from June 1, 2020 to December 1, 2020. The study group consisted of 600 pregnant women who agreed to take part in the study. Chi-squared test and logistic regression analysis were used to analyze the data. Statistical significance level was accepted as P value of 0.05 or less. Results The ages of pregnant women ranged from 19 to 44 years with a mean age of 29.01 +/- 5.27 years. Prevalence of headache during pregnancy was found to be 55.7% (n = 334). The number of pregnant women at of distress was found to be 144 (24.0%). There was no difference between women with and without headache and between severity of headache and prevalence of distress (P > 0.05 for each). Conclusion Headache is an important health issue in pregnant women. There was no relationship between the presence and severity of headache and distress level.