Our objective is to report a coincident reduction in headache pain in patients treated with repetitive transcranial magnetic stimulation (rTMS) for major depressive disorder (MDD). Two patients with a Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition diagnosis of MDD, non-responsive to prior antidepressant treatment who were enrolled in a sham-controlled, double-blind study of rTMS for MDD. After the study, it was revealed that both were in the active-treatment arm. Both patients suffered from near daily headaches and kept logs of headache frequency and severity before, during, and after the study. Headache pain was significantly reduced under double-blind conditions with rTMS treatment, but returned to baseline following cessation of rTMS treatment. Ultimately, when receiving rTMS post-study as a maintenance intervention for MDD (~2 rTMS sessions/week), the positive effects on headache amelioration were sustained. Headache pain is frequently comorbid with mood disorders and has been reported as the most common side effect with rTMS. In these subjects, rTMS was, in fact, associated with relief of depressive symptoms and preexisting headache pain. This indicates that rTMS may be beneficial for both disorders in some patients.