(1) Background: The correlation between infection with Helicobacter pylori (H. pylori) and headache has been argued and explored for a long time, but a clear association between the simultaneous presence of the two in children has not been established yet. In this study, we aimed to explore this relationship in children from the Northeast region of Romania. (2) Methods: A retrospective study exploring the correlation between children having H. pylori infection and headache or migraine was conducted on a batch of 1757 children, hospitalized over 3 years in a pediatric gastroenterology department in Northeast Romania. (3) Results: A total of 130 children of both sexes had headache. From 130 children, 54 children (41.5%) also presented H. pylori infection. A significant association between headache and H. pylori infection (χ2; p < 0.01) was noticed. (4) Conclusions: More studies are needed on this relationship, and we emphasize the importance of further analyses, as they present great clinical importance for both prompt diagnosis and treatment.