Introduction The early and accurate diagnosis of primary headaches is essential for improving patients' quality of life and preventing the overuse of acute medications. Lack of a proper diagnosis not only reduces the patients' quality of life but also may result in patients having to return to other medical facilities or undergo duplicate tests, which has a negative impact on the health care system, including increasing medical costs. In Japan, although primary headaches are prevalent, studies investigating the misdiagnosis and underdiagnosis of headaches are limited. This study aimed to explore current trends in primary headache diagnosis and investigate how these diagnoses changed during the five years following the initial diagnosis. Methods We used an anonymized, nationwide health insurance claim database from Japan, which contained data from July 2010 through November 2024. We included the outpatient claim data of adults aged 18 years or older. Using the International Statistical Classification of Diseases and Related Health Problems, 10th Revision (ICD-10), we classified headache diagnoses into five categories: migraine and medication-overuse headaches (MOHs), tension-type headaches (TTHs), trigeminal autonomic cephalalgia (TACs), other primary headaches, and other headaches including secondary headaches. Cases with no specific headache diagnosis based on the ICD-10 were classified as unconfirmed. We assessed diagnostic consistency between the initial diagnosis and 3, 6, 12, 36, and 60 months later. Results We analyzed data from 336,596 patients. The mean (SD) age was 40.2 (12.3) years. Overall, 91,830 patients (27.3%) were men and 244,766 (72.7%) were women. Regarding the initial diagnoses, 95,890 (28.5%) were unconfirmed diagnoses, 181,651 (54.0%) were migraine or MOH, 56,296 (16.7%) were TTH, 853 (0.3%) were TACs, 1,663 (0.5%) were other primary headaches, and 243 (0.1%) were other headaches. Of the 86,164 patients (25.6%) who had a definitive headache diagnosis three to five years after their initial visit, 51,360 (59.6%) received the same diagnosis at their initial visit and subsequent visit. The most common headache diagnosis after three to five years was migraine or MOH (n=67,939; 78.8%), followed by TTH (n=17,371; 20.2%), other primary headaches (n=488; 0.6%), TACs (n=307; 0.4%), and other headaches (n=59; 0.07%). The most frequent diagnostic change was from a TTH diagnosis to a migraine or MOH diagnosis (n=2,522; 2.9%). Conclusions Over one in four patients received an unconfirmed diagnosis during their initial visit and more than 40% of patients were given different diagnoses during a later follow-up. These findings indicate the challenges and delays associated with reaching a definitive diagnosis for primary headaches.