Objective: The mechanisms by which migraine is linked to ischemic vascular disease remain uncertain and are likely to be complex. The aim of this study was to investigate the correlation between silent myocardial ischemia (SMI) and a history of documented primary headache in a large population of patients with exercise-induced myocardial ischemia. Methods: The study involved 1,427 consecutive patients (918 symptomatic and 509 asymptomatic patients) with exercise-induced myocardial ischemia and documented coronary artery disease (CAD). Results: Patients with anginal symptoms during exercise-induced myocardial ischemia had a significantly higher prevalence of primary headache than those without (41 vs. 30%, p < 0.001). Patients with angina pectoris in daily life also had greater prevalence of primary headache than those without anginal symptoms (37 vs. 20%; p < 0.0001). Symptomatic patients during percutaneous transluminal coronary angiography or myocardial infarction had a greater prevalence of primary headache than asymptomatic patients (p < 0.001 and p = 0.005, respectively). Conclusions: Our data suggest that a history of headache in CAD population is correlated to a high probability of anginal symptoms and a decreased probability of SMI. The anamnestic absence of headache requires a close monitoring for patients with risk factors for CAD, because this population seems to have a lower susceptibility to pain and the risk of developing SMI might be increased.