Headache is an underestimated burden on general health and social functioning. Accompanying symptoms of headache episodes might influence this impact. In a survey in a headache population in Luxembourg on the social and emotional impact of headaches, accompanying symptoms of headache episodes were evaluated. In 1909 participants with episodic (<15 days per month) headaches (77.1% women), visual symptoms (52.4%) and dizziness (51.1%) were frequent accompanying symptoms of headache episodes. Visual symptoms and dizziness were each independently associated with migraine in both genders and independently associated with greater headache-related disability (scored on the Migraine Disability Scale [MIDAS]), more severe depression, and higher disability as measured by the disease-independent World Health Organization Disability Assessment Schedule (WHODAS). We found that dizziness is a frequent accompanying symptom of headache, particularly in migraine. The presence of dizziness was found to have an exacerbating impact on disability and depression associated with headaches. The effect of dizziness was comparable in magnitude and independent from the presence of visual symptoms.