In this paper we study the knot Floer homology invariants of the twisted and untwisted Whitehead doubles of an arbitrary knot K. We present a formula for the filtered chain homotopy type of HFK(D(+,K,t)) in terms of the invariants for K, where D(+,K,t) denotes the t-twisted positive-clasped Whitehead double of K. In particular, the formula can be used iteratively and can be used to compute the Floer homology of manifolds obtained by surgery on Whitehead doubles. An immediate corollary is that tau(D(+,K,t))=1 if t< 2tau(K) and zero otherwise, where tau is the Ozsv{\'a}th-Szab{\'o} concordance invariant. It follows that the iterated untwisted Whitehead doubles of a knot satisfying tau(K)>0 are not smoothly slice.