It depends. If you’re a man and you wake up with a headache an hour or two after going to bed, it could be a cluster headache. If you’re a woman who wakes up with a headache, it could be an oncoming migraine – studies show 4 am to 9 am is the most common time for onset. If you have sleep apnea, that can also cause a headache when you wake up. And of course, if you had too much to drink the night before, you could wake up with a hangover headache.