Post-traumatic headache (PTH) may be considered a secondary headache, which is linked to severe disability and psychosocial impairment. Interestingly, nearly 30% of subjects with persistent post-traumatic headache (PPTH) also suffer from post-traumatic stress disorder (PTSD). Although existing studies demonstrated the existence of common pathophysiological characteristics in subjects with migraine and PPTH, the differences and similarities between these complex diseases are currently poorly understood and are yet to be comprehensively elucidated. Thus, the present review aimed to systematically investigate the nature of PPTH in the effort to better identify both the neurobiological and clinical aspects underlying this condition. Overall, the included studies reported that: (1) the predictors for persistent acute traumatic injury to the head were female gender, persistent symptoms related to mild post-traumatic brain injury (mTBI), PTSD, elevated inflammatory markers, prior mild traumatic brain injury, being injured while suffering from alcohol abuse; (2) static/dynamic functional connectivity differences, white matter tract abnormalities, and morphology changes were found between PPTH and migraine in brain regions involved in pain processing; and (3) clinical differences which were most prominent at early time points when they were linked to the increased risk of PPTH. Based on the selected reports, the relation between migraine and PPTH needs to be considered bidirectionally, but PTSD may play a critical role in this relation. The main implications of these findings, with a specific focus on PTSD, are discussed. Further longitudinal studies are needed to reveal the exact nature of this relation, as well as to clarify the distinct clinical characteristics of migraine, PPTH, and PTSD. © 2020 by the authors. Licensee MDPI, Basel, Switzerland.