<p>Headache disorders are common among United States (U.S.) military veterans, particularly women veterans, likely due to frequent exposure to stresses and injury. Headaches are often comorbid with psychopathology which can negatively impact quality of life and functioning. Yet there is limited evidence on the impact of headaches on quality of life. The purpose of this study was to investigate the associations among gender, headache frequency, headache intensity, and quality of life in combat-exposed U.S. veterans. Participants (<i>n</i> = 345, 68.3% male, 19.7% Hispanic/Latino, 33.5% Black/African American, average age = 38.46&#xa0;years [SD = 9.73]) completed a baseline and one-year follow up where they self-reported headache frequency (number of days per week), headache intensity (0–10), combat exposure, quality of life, functional disability, and pain-related disability. Bayesian zero–one-inflated beta regression was used to assess prediction of quality of life, pain-related disability, and functional disability at one year follow-up by age, gender, education, headache frequency, headache intensity, and combat exposure reported at baseline. Both headache frequency and intensity predicted greater functional disability and pain-related disability at follow-up, while headache intensity alone predicted worse quality of life. Women veterans experienced greater functional disability and lower quality of life compared to men veterans. These findings suggest that headaches may lead to functional disability, pain-related disability, and lower quality of life, particularly among women veterans. Interventions for headache may have differential impact on quality of life and functional disability if focused on reducing intensity versus frequency of headache and across gender identity.</p>