Headache is one of the most common neurological disorders, affecting nearly half of the world's population at any given time. According to epidemiological research, 56% of the adult population worldwide suffers from headaches daily, with 11% migraines, 42% tension-type headaches, and 3% chronic headaches. While most research on the psychological characteristics and lifestyle of individuals with headaches has an epidemiological focus, there is an increasing recognition of clinical issues and the need for adequate treatment of psychological disturbances. In this study conducted on 714 participants, we examined the demographic, psychological, and lifestyle factors that differentiate individuals without headaches from those with migraines, tension-type headaches, and other types of headaches. Canonical discriminant analysis extracted one statistically significant discriminant function that successfully achieves both theoretically and practically meaningful differentiation of the four a priori groups defined by the International Classification of Headache Disorders (ICHD-3). Individuals with headaches experience higher levels of stress, anxiety, and depression, consume less alcohol, engage in less physical activity, and report lower life satisfaction compared to individuals without headaches. Additionally, individuals with migraines experience higher levels of stress, depression, and anxiety, consume less alcohol, engage in less physical activity, and have lower life satisfaction compared to individuals with tension-type headaches. The results support previous understandings of the characteristics of individuals with headaches and suggest that they may reflect the burden of the disease rather than a specific characteristic of a particular headache category, providing additional support for appropriate prevention.