Headache disorders are the second cause of years lived with disability worldwide. Tension type headache and migraine are highly prevalent, leading to substantial socioeconomic costs in terms of chronic pain, sick leave, medication overuse, depression, and suicidal behaviours. Biopsychosocial factors are involved in the headache experience. Psychological factors are probably the most influential factors in how an individual perceives, interprets, and cope with their pain. Fear is one of the psychological factors that have received a great empirical attention in the context of chronic pain. This clinical commentary aimed to summarise (i) the role that fear plays in adults with headache and; (ii) how clinicians could assess and treat fear in their headache patients. Fear of pain is associated with greater headache severity, medication overuse, anxiety sensitivity, depression, and lower mindfulness. Kinesiophobia is associated with greater pain catastrophizing and worsened cutaneous allodynia. The fear of Pain Questionnaire, the Pain Anxiety Symptoms Scale, and the Tampa Scale for Kinesiophobia are the most common instruments to assess fear of pain and kinesiophobia, respectively. Multidisciplinary interventions based on combining exercise programs plus psychological therapies seem to be the most promising approaches to reduce fear in chronic pain. In headache, the number of clinical trials evaluating the effects of different therapies on fear is scarce. Future studies analysing the effectiveness of multidisciplinary interventions to reduce fear in headache are warranted.