Objectives: To investigate previous treatment and clinical characteristics in migraine and tension-type headache patients at their first visit to a tertiary headache center. Methods: This was a cross-sectional study using data obtained from electronic questionnaires and medical charts. Migraine and tension-type headache patients were investigated at their first visit to the Danish Headache Center. Results: Out of 382 patients the main diagnoses of primary headaches were: 36% with episodic migraine, 43% with chronic migraine, 3% with episodic tension-type headache and 17% with chronic tension-type headache. The majority had attempted non-pharmacological treatment options such as physiotherapy (episodic migraine: 53%, chronic migraine: 68%, episodic tension-type headache: 50%, chronic tension-type headache: 65%) and acupuncture: (episodic migraine: 45%, chronic migraine: 62%, episodic tension-type headache: 17%, chronic tension-type headache: 51%). The majority of migraine patients had tried no more than one triptan (episodic migraine: 71%, chronic migraine: 66%). In total, 35% of episodic migraine and 19% of chronic migraine patients as well as 50% of episodic tension-type headache and 41% of chronic tension-type headache patients had never tried preventive medication. The headache under-response to treatment (HURT) questionnaire score was higher in chronic migraine (score 15) and chronic tension-type headache (score 16) patients than the episodic forms (P < 0.004). Conclusions: Headache patients had attempted several non-pharmacological treatments prior to their first visit at a tertiary headache center in Denmark. The limited use of acute and preventive treatment before the first visit demonstrates a need for better treatment at the primary and secondary care level.