The relationship between current dietary caffeine intake and severe headache or migraine is controversial. Therefore, we investigated the association between dietary caffeine intake and severe headaches or migraines among American adults. This cross-sectional study included 8993 adults (aged ≥ 20 years) with a dietary caffeine intake from the National Health and Nutrition Examination Surveys of America from 1999 to 2004. Covariates, including age, race/ethnicity, body mass index, poverty-income ratio, educational level, marital status, hypertension, cancer, energy intake, protein intake, calcium intake, magnesium intake, iron intake, sodium intake, alcohol status, smoking status, and triglycerides, were adjusted in multivariate logistic regression models. In US adults, after adjusting for potential confounders, a 100 mg/day increase in dietary caffeine intake was associated with a 5% increase in the prevalence of severe headache or migraine (odds ratio [OR] 1.05, 95% confidence interval [CI] 1.02–1.07). Further, the prevalence of severe headache or migraine was 42% higher with caffeine intake of ≥ 400 mg/day than with caffeine intake of ≥ 0 to < 40 mg/day (OR 1.42, 95% CI 1.16–1.75). Conclusively, dietary caffeine intake is positively associated with severe headaches or migraines in US adults.