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The relationship between headaches and psychiatric disorders among psychiatric outpatients remains insufficiently characterized. In this study, the prevalence of primary headaches was estimated, and the factors associated with headache occurrence and quality of life (QoL) in this population were examined. A total of 1,014 patients were evaluated. Psychiatric diagnoses were determined using the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV), and primary headaches were classified according to the International Classification of Headache Disorders (ICHD-3). Key variables included psychopathology severity and functioning, assessed with the Clinical Global Impression (CGI) scale and the modified Global Assessment of Functioning (mGAF) scale; headache impact, measured by the Headache Impact Test (HIT-6); and QoL, assessed using the EUROHIS-QOL-8. The prevalence of primary headache was 60.4%. Tension-type headache (TTH) was the most frequent subtype, followed by migraine and comorbid migraine with TTH. Headache prevalence was lower among patients with psychotic disorders, and no significant differences in headache subtype distribution were observed across psychiatric diagnostic groups. Independent factors associated with headache occurrence included anxiety disorders, mood disorders, higher psychopathology severity, female sex, younger age, lower education, unemployment, and married status. Independent factors associated with QoL included lower functioning, HIT-6 severe headache impact, HIT-6 substantial headache impact, mood disorders, anxiety disorders, younger age, unemployment, ill-health retirement, married status, widowed status, age at headache onset, education, and female sex. The results of this study demonstrate that primary headaches are common among psychiatric outpatients and are associated with significant reductions in QoL. These findings emphasize the need to routinely assess headaches in psychiatric settings, given their clinical impact. Limitations of the study include its cross-sectional design, absence of a control group, and potential medication-related confounding.