Individually, sleep problems and headaches are common and disabling conditions which carry an individual, societal, and economic burden. Furthermore, there is a growing body of literature linking sleep dysfunction to the frequency and intensity of headaches. This research was conducted in an Australian metropolitan post-graduate clinical psychology training clinic (Griffith University, Mount Gravatt). The study aimed to examine the prevalence of insomnia and headache problems in this setting, and whether they were a complicating factor in psychological treatment more broadly. Routine outcome data were extracted for adult patients whom attended our clinic in 2018 and consented to the use of their data for research, N = 58. 70.7% of the sample were female, the mean age was 35.57(SD: 14.5) years. The one-year-prevalence of adult frequent insomnia, frequent headaches, and comorbid frequent insomnia and headaches at treatment onset in the clinic was 44.8% (insomnia), 20.7% (headaches), 13.8% (comorbid insomnia and headaches). The presence of frequent insomnia, frequent headaches, or frequent insomnia and headaches at the initial session markedly increased the odds of remaining clinically significantly distressed at the end of therapy. Clinical psychology trainees were successful in achieving large treatment effect sizes. Despite this, at treatment termination, 30.4% of patients report frequent insomnia, 14.3% experience frequent headaches, and 7.1% experience frequent insomnia and headaches. This may be partly due to an absence of sleep disorder and headache specific content in psychology curricula. Further research is needed to establish whether education providers should consider the addition of sleep and headache specific modules into postgraduate clinical psychology programs.