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With regards to the relationship between mental and physical health conditions, some studies predict increased headache frequency as a result of exposure to stressful situations. Thus, the purpose of our study was to investigate whether headache characteristics among a sample of university students (N = 234) correlated with fear of COVID-19, stress and quality of life vis-à-vis the pandemic. We found statistically significant positive correlations between headache frequency and both general stress and quality of life. Further, results from a multiple regression analysis suggested that fear of COVID-19 did not account for incremental variance in headache intensity. Explanations for our key findings, limitations of our study, and future directions for post pandemic studies on headache experience are outlined.