Background The genetic substrate for headache in the general population has not been identified in Asians. We investigated susceptible genetic variants for self-reported headache in a large community-based Asian population. Methods We conducted a genome-wide association study in participants recruited from a community-based cohort to identify the genetic variants associated with headache in Taiwanese. All participants received a structured questionnaire for self-reported headache. A total of 2084 patients with “self-reported headache” and 11,822 age- and sex-matched controls were enrolled. Gene enrichment analysis using the Genotype-Tissue Expression version 6 database was performed to explore the potential function of the identified variants. Results We identified two novel loci, rs10493859 in TGFBR3 and rs13312779 in FGF23, that are functionally relevant to vascular function and migraine to be significantly associated with self-reported headache after adjusting age, sex and top 10 principal components ( p = 8.53 × 10⁻¹¹ and p = 1.07 × 10⁻⁸, respectively). Gene enrichment analysis for genes with GWAS suggestive significance ( p < 10⁻⁶) demonstrated that the expression of these genes was significantly enriched in the artery ( p = 8.18 × 10⁻⁴) and adipose tissue ( p = 8.95 × 10⁻⁴). Conclusion Our results suggest that vascular dysfunction might play important roles in the pathogenesis of self-reported headache in Asian populations.