Background Headache disorders, particularly migraines, significantly impact public health globally. The Global Burden of Disease (GBD) report highlights migraines as the second leading cause of disability worldwide, especially among women under 50. Hormonal changes, particularly estrogen, play a role in primary headaches like migraines, and this connection becomes important during pregnancy due to physiological changes. Materials and methods A cross-sectional survey was conducted among pregnant women in Saudi Arabia to assess the characteristics of the headaches and explore their influencing factors. The study initiated the data collection process across various regions of Saudi Arabia from February 2023 to July 2023. Participants included pregnant women aged 18 or above residing in Saudi Arabia. Data were collected through an online self-administered survey with multiple-choice questions. Descriptive analysis and Pearson Chi-Square tests were performed using IBM SPSS Statistics version 25 (IBM Corp., Armonk, USA). Results A study surveyed 411 pregnant women to investigate the characteristics of headaches during pregnancy. The majority of participants were Saudi nationals 381 (92.7%) and 242 (58.9%) aged 18-30 and 357 (86.9%) resided in urban areas. Around 72 (17.5%) reported having chronic diseases. Results showed that 246 (59.9%) of pregnant women were diagnosed with headaches before pregnancy, with migraines being the most common type by 145 (35.3%). Headache frequency increased during pregnancy for 171 (41.6%) of participants, and the majority 275 (66.9%) experienced headaches lasting 0-3 hours. Nausea 219 (53.3%) and holo-cranial pain 112 (27.3%) were common accompanying symptoms. Conclusion This study provides valuable insights into the burden of headaches among pregnant women in Saudi Arabia, emphasizing the importance of improved healthcare practices and educational initiatives to effectively address this issue.