Objective To investigate the association of headache during the acute phase of SARS-CoV-2 infection with long-term post-COVID headache and other post-COVID symptoms in hospitalised survivors. Methods A case-control study including patients hospitalised during the first wave of the pandemic in Spain was conducted. Patients reporting headache as a symptom during the acute phase and age- and sex-matched patients without headache during the acute phase participated. Hospitalisation and clinical data were collected from medical records. Patients were scheduled for a telephone interview 7 months after hospital discharge. Participants were asked about a list of post-COVID symptoms and were also invited to report any additional symptom they might have. Anxiety/depressive symptoms and sleep quality were assessed with the Hospital Anxiety and Depression Scale and the Pittsburgh Sleep Quality Index. Results Overall, 205 patients reporting headache and 410 patients without headache at hospitalisation were assessed 7.3 months (Standard Deviation 0.6) after hospital discharge. Patients with headache at onset presented a higher number of post-COVID symptoms (Incident Rate Ratio: 1.16, 95% CI: 1.03–1.30). Headache at onset was associated with a previous history of migraine (Odd Ratio: 2.90, 95% Confidence Interval: 1.41–5.98) and with the development of persistent tension-type like headache as a new post-COVID symptom (Odd Ratio: 2.65, 95% CI: 1.66–4.24). Fatigue as a long-term symptom was also more prevalent in patients with headache at onset (Odd Ratio: 1.55, 95% CI: 1.07–2.24). No between-group differences in the prevalence of anxiety/depressive symptoms or sleep quality were seen. Conclusion Headache in the acute phase of SARS-CoV-2 infection was associated with higher prevalence of headache and fatigue as long-term post-COVID symptoms. Monitoring headache during the acute phase could help to identify patients at risk of developing long-term post-COVID symptoms, including post-COVID headache.