The objective of this study is to investigate the course of the diagnosis and characteristics of headache in 12- to 17-year-old adolescents during a follow-up period of 4 years. Headache prevalence and characteristics, and even the type of headache show important changes during adolescence. The course of adolescent headache might reveal important insight into the pathophysiology of headache. Subjects who received a single headache diagnosis were invited to participate in a follow-up study consisting of annual face-to-face evaluation of the subjects for 4 years. Subjects who had only one type of headache and who agreed to participate were included in the study. Each subject had four annual semi-structured interviews with a neurology resident. The International Classification of Headache Disorders second edition was used for case definitions. A total of 87 subjects completed the study: 64 girls (73.56%) and 23 boys (26.44%) (p = 0.016). The headache type included migraine in 50 adolescents (57.47%), tension type headache in 24 (27.59%), secondary headache in 5 (5.7%), and non-classifiable headache in 8 (9.2%). Headache has not remitted in any of the subjects. Headache diagnosis has changed in eighteen (20.69%) subjects at least once during the follow-up period. There was transformation of headache type in 4 of 50 with migraine (8%), 10 of 24 with tension-type headache (TTH) (41.7%), and 4 of 13 with other headaches (30.8%). In conclusion, transition of headache types from one type to another (more than once in some adolescents) and variability of diagnosis throughout the years strongly support the continuum theory of headaches.