Objective <p>This study aimed to investigate the association between cognitive function, sleep duration, and headache among middle-aged and elderly populations, providing epidemiological evidence for understanding these relationships.</p> Methods <p>We analyzed cross-sectional data from the 2020 wave of the China Health and Retirement Longitudinal Study (CHARLS), including 13,117 participants. Univariate analyses were performed using chi-square tests, and multivariate logistic regression was employed to examine the associations of cognitive ability and sleep duration with headache. Nonlinear relationships and threshold effects were examined using restricted cubic spline (RCS) models and two-stage linear regression.</p> Results <p>The overall prevalence of headache was 18.76%, with a higher rate in females (25.56%) than in males (12.40%). Multivariable logistic regression indicated that, compared to excellent cognitive ability, poor cognitive ability was associated with increased odds of headache (<i>OR</i> = 1.352, 95% <i>CI</i>: 1.162–1.574). Similarly, compared to short sleep duration (&lt; 6&#xa0;h), moderate (6–8&#xa0;h; <i>OR</i> = 0.569) and long (≥ 8&#xa0;h; <i>OR</i> = 0.528) sleep durations were associated with reduced odds. A significant interaction was observed between sex and sleep duration (<i>P</i> = 0.036), but not between sex and cognitive ability (<i>P</i> = 0.695). RCS analysis revealed a nonlinear, inverted U-shaped association between cognitive ability and headache, and a U-shaped association between sleep duration and headache in the overall population. Sex-stratified analyses indicated approximately linear associations in males, but distinct nonlinear patterns in females.</p> Conclusion <p>Cognitive impairment and short sleep duration were associated with headache, with the associations varying by sex. These findings highlight the importance of considering these factors together in future research on headache management.</p>