Introduction The evaluation of red flags is crucial for the accurate the diagnosis of headache disorders, especially for thunderclap headache. We analysed if secondary headache disorders were adequately ruled out in patients that presented to the emergency room with thunderclap headache. Methods In this retrospective cohort study, we screened all patients that visited the emergency room for headache, including those that described thunderclap headache. We measured the frequency with which secondary causes were not adequately ruled out. We analysed the order of the exams, the final diagnosis, and the time elapsed between arrival, initial request for imaging, and the completion of the imaging. Results We screened 2132 patients, and 42 (1.9%) fulfilled eligibility criteria. Mean age was 43.1 ± 17.1 years, and 57% of patients were female. For 22 (52.4%) patients, the work-up was incomplete. Vascular study was missing in 16 (38.1%) patients, cerebrospinal fluid evaluation in nine (21.4%), and magnetic resonance imaging in seven (16.7%), with multiple assessments missing in six (14.3%). There were ten different combinations in which the exams were performed, with the most frequent being the second exam’s cerebral spinal fluid evaluation in 18 (52.9%) and the computed tomography angiogram in 10 (29.4%). A secondary cause of thunderclap headache was found in 16 (38.1%) patients, and four (9.5%) had a primary headache diagnosis after an adequate and complete study. Conclusions Thunderclap onset was described in one of every 50 patients that visited the emergency room for headache. More than half of these patients were not adequately managed. More than a third of thunderclap headache patients had a secondary cause.