Headaches, particularly migraine, are associated with gastrointestinal (GI) disorders. In addition to the gut–brain axis, the lung–brain axis is suspected to be involved in the relationship between pulmonary microbes and brain disorders. Therefore, we investigated possible associations of migraine and non-migraine headaches (nMH) with respiratory and GI disorders using the clinical data warehouse over 11 years. We compared data regarding GI and respiratory disorders, including asthma, bronchitis, and COPD, among patients with migraine, patients with nMH, and controls. In total, 22,444 patients with migraine, 117,956 patients with nMH, and 289,785 controls were identified. After adjustment for covariates and propensity score matching, the odds ratios (ORs) for asthma (1.35), gastroesophageal reflux disorder (1.55), gastritis (1.90), functional GI disorder (1.35), and irritable bowel syndrome (1.76) were significantly higher in patients with migraine than in controls (p= 0.000). The ORs for asthma (1.16) and bronchitis (1.33) were also significantly higher in patients with nMH than in controls (p= 0.0002). When the migraine group was compared with the nMH group, only the OR for GI disorders was statistically significant. Our findings suggest that migraine and nMH are associated with increased risks of GI and respiratory disorders.