We studied the occurrence of migraine and nonmigrainous headache and the factors associated with headache in a group of 3580 children. These children belong to a 1-year age cohort which has been followed since birth. When the children were 8 to 9 years old, data on their headaches were gathered through a postal questionnaire. Ninety-five of the children (2.7%) had migraine and 977 (27.3%) reported nonmigrainous headache at the age of 8 to 9 years. Thirty-four percent of the children with migraine had already had headache at the age of 5 years. Children with migraine and children with nonmigrainous headache both reported more often being bullied in school, stress in school, and problems in getting along with other children than children without headache. The association of stress in school with headache was strongest in girls with migraine, even though they reported the least difficulties in school subjects. As many as one third of the boys with migraine reported that they had problems with peer relationships.