Following an allostatic perspective, episodic migraine (M) may be considered as an adaptive behavioural response to endogenous or exogenous stressors, while its progression to a daily or nearly daily form (chronic migraine) may represent the failure of adaptive strategies. Multiple factors may enhance the progression/chronification of M, and among these the presence of cutaneous allodynia (CA) as well as alterations in blood pressure and in sleep. The working hypothesis of the study was that subjects with M, and particularly those with CA, could show a tendency towards high blood pressure levels and/or to alterations in the circadian rhythm of blood pressure. We studied 235 subjects consecutively attending a centre for blood pressure control for a blood pressure 24 h monitoring. Headache diagnosis was made according to the ICHD-II criteria. The presence of CA was evaluated through a semi-structured ad hoc questionnaire. Blood pressure 24 h monitoring was performed by an ambulatory blood pressure monitor (Space Labs) with its ad hoc software. Seventy-eight subjects had a history of headache (mean age 54.0 ± 12.4 years, 18 men and 60 women); 56 of them had M, 22 had tension-type headache; among them, CA was found in 24/56 subjects with M, and in 6/22 with tension-type headache; 157 subjects did not suffer from headache (mean age 60.5 ± 11.5 years, 99 men and 58 women). No significant difference was observed between headache subjects and subjects without headache in terms of mean systolic and diastolic pressure, neither in the M nor in tension-type subgroups. With regard to the circadian rhythm of blood pressure, the physiological reduction during night (dipping) was more evident among headache subjects than in subjects without headache; this border-line difference was more strongly significant in subjects with CA than both non-headache (p = 0.003) and non-CA (p = 0.05) ones. The difference between allodynic and non-allodynic subjects was present also in the M sub-group (7 dippers out of 32 non-allodynic migraineurs vs. 12 dippers out of 24 allodynic migraineurs, p = 0.03) notwithstanding the reduction of the sample size. Despite the initial hypothesis, subjects with primary headaches did not show differences in terms of mean blood pressure values and they showed a more physiologic blood pressure daily rhythm than those without headaches. Also the presence of CA, a marker of progression to chronic headache forms, was associated neither with hypertension nor with increased frequency of loss of dipping. M, particularly when associated with allodynia, may improve breathing during nocturnal sleep and consequently counteract possible blood pressure alterations, suggesting an allostatic function of allodynic headache.