Headache syndromes can be associated with focal neurological symptoms or signs. Good knowledge of primary headaches, a detailed history and a thorough clinical examination are prerequisites for their differential diagnosis. The neurological symptoms produced by the migraine aura are the most characteristic and recognisable. However, structural lesions, such as vascular malformations, can produce similar symptoms to migraine with aura, which highlights that paraclinical investigations are necessary in most patients with headache and focal neurological symptoms. In this review, we provide an overview of the differential diagnosis of the most common headache disorders with focal neurological symptoms or signs to refresh the practising neurologist's differential diagnostic knowledge for the clinical situation and to aid the teaching of neurology residents.