The association between severe headaches and suicidal thoughts or behaviors is generally attributed to underlying depression, but it is plausible that severe headaches can lead to suicidal thoughts/behaviors, independent of the effects of psychiatric conditions. This association has been observed in only 1 previous study. Our multivariate analysis examined the longitudinal association between severe headaches and development of suicidal thoughts/behaviors over a period of 1 to 2 years among 6832 community-dwelling adults interviewed during the Epidemiologic Catchment Area Study. Severe headaches were significantly associated with developing suicidal thoughts/behaviors after adjusting for psychiatric diagnoses and demographics [adjusted odds ratio (ORa) = 1.48; 95% confidence interval (CI) = 1.04, 2.11], or additionally adjusting for interaction between anxiety and depression (ORa = 1.52; 95% CI = 1.07, 2.16). These results suggest that individuals with severe headaches should be screened for suicidal thoughts/behaviors, irrespective of the presence of a psychiatric condition.