A recent study on burden of headache disorder in adults aged between 18 and 65 years by NIMHANS suggests that women are more susceptible to experience headache than men. Women are twice at risk of a headache than men and thrice at risk of reporting migraine.
The reason for this could be biological, chemical, hormonal, psychological or social causes, believes Dr G Gururaj, head of Department of Epidemiology, who headed the team that conducted the study.-Women more prone to headaches: Study
Maybe this only applies to adults. As a teenager (and yes, I was a male then, as I am now) I used to get frequent, terrible headaches, while my sister was nearly headache free. They were so bad, even my reluctance to take painkillers was occasionally overcome. The rest of the time, ice packs and giant frozen ice pops were my solutions. Often I would simply have to sleep the headaches off, and what a glorious feeling to wake up and discover the debilitating pain was gone!
I must have outgrown them, though, because I have relatively few headaches now.