Migraine and epilepsy are distinct neurological diseases with specific clinical features and underlying pathophysiological mechanisms. However, numerous studies have highlighted the complex and multifaceted relationships between the two conditions. The relationships between headache and epilepsy manifest themselves in different ways. Firstly, the clinical diagnosis of these disorders may be challenging in view of possible overlapping. While post-ictal headache is a frequent condition, ictal epileptic headache is a rare but challenging diagnosis. Both situations raise the question of the pathophysiological mechanism of headache triggered by seizures. Migraine aura and epilepsy can also exhibit overlapping symptoms leading to their misdiagnosis, in particular in the case of visual aura. Secondly, migraine with aura and epilepsy can occur as a co-morbid condition, particularly in familial hemiplegic migraine (FHM). From a pathophysiological perspective, the identification of genetic mutations in FHM has brought significant advances in the understanding of dysfunctions of neuronal networks leading to hyperexcitability. The purpose of this review is to present clinical situations encompassing headache and epilepsy that can be challenging in neurological practice and to discuss the underlying pathophysiological mechanism of such interactions.