Exploding head syndrome is a sensory parasomnia characterized by the perception of loud noises and/or a sense of explosion in the head that occurs when transitioning to or from sleep. Despite receiving little attention from both researchers and clinicians, studies suggest that approximately 10%-15% of individuals have episodes, with significant levels of fear occurring in a subset of cases. Using two independent samples, we examine sleep and well-being variables associated with exploding head syndrome. We focused on insomnia symptoms, life stress, anxiety and depression symptoms, and sleep experiences such as sleep paralysis as potential factors associated with exploding head syndrome. Study 1 consisted of 199 female undergraduate students. We found a lifetime prevalence of 37.19%, with 6.54% experiencing at least one episode a month. All variables were associated with exploding head syndrome in univariate analyses, but only insomnia symptoms and sleep paralysis frequency were significantly associated with exploding head syndrome in multiple logistic regression models. Study 2 was an international sample of 1683 participants (age range 18-82, 53.00% female). Lifetime prevalence was 29.59%, with monthly episodes occurring in 3.89% of participants. The same set of variables was investigated as in Study 1, with dissociative experiences during wakefulness and a larger range of sleep experiences also included. Study 2 replicated the results of Study 1. In addition, dissociative experiences during wakefulness and other sleep experiences such as nightmares were associated with exploding head syndrome in multiple logistic regression models. These studies provide valuable first insights into variables associated with exploding head syndrome.Clinical trial information: Study 1 constitutes a planned exploratory outcome of a pilot feasibility study conducted to provide information useful for designing a clinical trial: Name: STOP-pilot. URL: https://clinicaltrials.gov/ct2/show/NCT03062891?term=NCT03062891&rank=1, Registration: NCT03062891.