Background: Headache disorders are disabling and have a significant impact on productivity. The relationship between these two consequences is of considerable economic and political interest. We enquired into it through a systematic search of the English-language literature. Methods: We followed PRISMA guidelines in specifying search terms and syntax and in article selection. We used the term “disability” in the search, accepting any meaning that authors attached to it, but this proved problematic. Accordingly, we adopted the definition used in the Global Burden of Disease study. In article selection, we included only those that purported to measure disability as so defined and lost productivity. We reviewed the full texts of those selected. We included further articles identified from review of the bibliographies of selected articles. Results: The literature search found 598 studies, of which 21 warranted further review. Their bibliographies identified another four of possible relevance. On full-text reading of these 25, all were rejected. Ten applied incompatible definitions of disability and/or lost productivity. Two did not measure both. Four reported lost productivity but not disability. Eight studies reported and measured both but did not assess the association between them or provide the means of doing so. One was purely methodological. Conclusions: The literature is silent on the relationship between headache-attributed disability and lost productivity. In view of its health economic and political importance, empirical studies are required to remedy this. A prerequisite is to clarify what is meant by “disability” in this context.