To investigate the relationship between the frequency of sleep bruxism and report of morning headaches, and associations with depression and/or anxiety.The association between sleep bruxism and headaches in the morning, and between these factors and affective disorders, has been examined in several investigations. Although headache is cited by the International Classification of Sleep Disorders as a symptom associated with sleep bruxism, only a small number of studies have investigated the association between the frequencies of headaches in the morning and bruxism.This was a cross-sectional observational study conducted between August 2017 and May 2018 in the municipality of Curitiba, Brazil. It comprised individuals of both sexes, ages between 18 and 65 years, with no restriction of race, skin color, or social group (n = 149). Structured questionnaires were used to survey demographic characteristics, sleep bruxism, depression, and anxiety. Self-reports and clinical examinations were used together to diagnose probable sleep bruxism and assess the frequency of this condition. The presence or absence of morning headaches and their frequency were evaluated using a self-report question. It was applied to people with anxiety and/or depression and to free controls of the general population by a trained dentist.A significant relationship (P ˂ .001 - Chi-square test) was found between the frequency of sleep bruxism and morning headaches. Symptoms of depression and anxiety were associated with the presence of headache (P ˂ .001 - One way ANOVA), but not with the frequency of sleep bruxism.The present study confirms the hypothesis of a direct relationship between the frequency of sleep bruxism and the frequency of morning headaches. It also confirmed a linear association between mean depression scores, mean anxiety scores, and morning headaches.