Sleep problems are amongst the most common triggers of migraine and non-migraine primary headache. Despite a majority of sleep problems being psychological in nature, there is a paucity of quantitative research on the psychological factors involved in sleep-related headaches. This is the first study to examine the link between maladaptive sleep beliefs and headaches. The study also tested the Trigger Avoidance Model of Headaches for sleep-related headache triggers. In a cross-sectional online study, 519 participants, 90% female, mean age 36.48 (SD: 14.34) years, completed a battery of instruments measuring headache, sleep, and psychological distress. Sleep quality, sleep beliefs, and sleep behaviours all significantly (p < .001) correlated with headache frequency and disability, with effect sizes ranging from small (rs = .16) to medium (rs = .39). Mediation models testing the effect of sleep beliefs on headaches via sleep quality (moderated by sleep behaviours) accounted for 12.47% and 13.24% of variance in migraine and non-migraine headaches respectively (p < .001). Chronic headache sufferers were shown to have significantly poorer sleep quality, and greater levels of dysfunctional sleep beliefs and cognitions than those who do not suffer chronic headaches (effect sizes ranged from d = .3 - d = .77). Avoidance of sleep-related headache triggers was associated with more headaches, as mediated by increased sensitivity to the triggers. It is posited that maladaptive sleep beliefs and behaviours may increase headache activity by causing poor sleep quality, leading to dysregulation in brain regions shared between sleep and headaches.