Primary headaches, particularly migraine and tension-type headaches, as chronic and painful conditions, have a significant impact on individuals' health and overall quality of life, including aspects such as sexual health parameters. The aim of this study was to review observational studies and to summarize the presence of sexual dysfunction in patients with primary headache and to discern whether it is more common in patients with primary headache than in healthy control subjects. Observational studies published between January 1, 2000, and May 21, 2023 were searched in Medline (PubMed), Web of Science, Scopus, and EBSCO. This review included 23 observational studies that evaluated sexual dysfunction with or without comparison with healthy control subjects. As a result, the mean Female Sexual Function Index score, a score of <26.55 indicating sexual dysfunction, ranged from 19.25 ± 8.18 to 27.5 ± 7.5 in patients with primary headache. The prevalence of sexual dysfunction and erectile dysfunction was found to be between 10.7% and 93.75% in female patients and between 54.83% and 80% in male patients. Both migraineurs and tension-type headache sufferers had statistically significantly lower sexual function scores in females and lower erectile function scores in males compared with healthy control subjects. Sexual function is significantly affected in patients with primary headache, which is a chronic painful disorder. Therefore, it is very important to ask these patients about their sexual health and, if necessary, to seek support from a sexual health professional. Additionally, future studies may prioritize tension-type headaches and male patients due to the limited amount of research available on these subjects.