Objectives Primary headache disorders affect a large proportion of the world's population, and sleep factors have been increasingly implicated in their aetiology. This study aimed to assess the relationships between a number of sleep factors, sleep duration, sleep quality, and chronotype, and migraine and non‐migraine headache. The approach was multifaceted which included assessing correlations with headache frequency, mediation effects of headache triggers, and diagnostic prediction modelling. Method A total of 378 participants retained in the dataset (85.2% female) completed a battery of online self‐report tests measuring headache diagnosis and triggers, sleep factors, psychological distress, and demographic factors. Results Poor sleep quality was the strongest correlate of both migraine and non‐migraine headache. Poor sleep quality also was found to mediate the effect of sensitivity to headaches triggered by lack of sleep, in the order of 10% of the effect. The predictive modelling showed that morning chronotype was a significant predictor of chronic migraine, and that evening chronotype and anxiety significantly predicted chronic non‐migraine headache diagnosis. Conclusions The results indicate the importance of sleep quality in the headache relationship, and how it may impact on headaches triggered by other sleep factors, namely, lack of sleep. Further investigation into the role of chronotype in headache aetiology is needed, particularly, based on two theories. The first being the Trigger Avoidance Model of Headaches, and the second being a stress‐based model related to social and occupational incompatibilities with the rhythms of more extreme morning or evening chronotypes.