Sleep disorders and primary headaches are frequent health problems in childhood, and they are often comorbid in an individual, linked by a mutual and complex relationship. This comorbidity is frequent and well-documented, but the available literature is usually biased in favor of one aspect or another, mainly depending on the expertise of the authors. The aim of this paper is to review existing literature on the diagnostic assessment of comorbid primary headaches and sleep disorders, so as to propose practical suggestions to accurately investigate the presence of comorbid conditions in children evaluated for primary headaches or for sleep disorders.