Hypnic headache (HH) is a rare primary headache disorder primarily affecting patients over the age of 50 years. This headache entity occurs exclusively at night almost always at the same time. Imaging data as well as the strict circadian rhythm of headache attacks suggest a hypothalamic involvement in the underlying pathophysiology of this headache disorder. One interesting clinical feature about HH is its therapeutic response to caffeine as an acute as well as prophylactic agent. This review addresses the efficacy of caffeine in HH as well as in other headache disorders, and attempts to give insight into the analgesic properties of this substance. In addition, it depicts possible problems of caffeine consumption with regard to headache.