Headache associated with sexual activity (HAWSA) has accompanied humanity since ancient times. However, it is only since the 1970s that it has become the subject of more extensive and detailed scientific interest. The purpose of this review is to provide an overview of the development of the concept of HAWSA, its clinical presentation, etiopathogenesis, diagnosis and treatment especially from the research perspective of the last 20 years. Primary HAWSA is a benign condition, whose etiology is unknown; however, at the first occurrence of headache associated with sexual activity, it is necessary to exclude conditions that are usually immediately life-threatening. Migraine, hypnic headache or hemicrania continua have been reported to co-occur with HAWSA, but their common pathophysiologic basis is still unknown. Recent advances in the treatment of HAWSA include the introduction of topiramate, progesterone, and treatments such as greater occipital nerve injection, arterial embolization, and manual therapy. Whether these new therapeutic options will stand the test of time remains to be seen.