Objectives: To study chronic headache and medication-overuse headache (MOH) prevalence; to identify groups with high prevalence of these conditions; and to identify the most frequently used pain medications among respondents with chronic headache. Background: Chronic headache and MOH prevalence in Denmark were last estimated in 2010. Methods: In this cross-sectional study, 104,950 individuals aged ≥16 years were randomly sampled for the 2017 Danish Capital Region Health Survey. Responses to questions about headache and use of acute pain medications were linked to demographic registries. MOH was defined as headache ≥15 days/month plus self-report of use of pain medications ≥10 or 15 days/month, in the last three months. Weighted prevalence proportions were calculated. Results: Among 55,185 respondents, chronic headache prevalence was 3.0% (95% CI: 2.3–3.2) and MOH prevalence was 2.0% (95% CI: 1.8–2.1). Both conditions were more common among females and the middle-aged. Respondents on social welfare or receiving early retirement pensions had the highest prevalences. Among those with chronic headache, 44.7% overused over-the-counter analgesics for headache; paracetamol 41.5%; a combination of different pain relievers 25.3%; ibuprofen 21.9%; opioids 17.0%; combination preparations 14.3%; and triptans 9.1%. Conclusions: The highest prevalence of chronic headache and MOH was seen among people with low socioeconomic position. Overuse of paracetamol was most common. Reported opioid use was higher than expected. Groups with high prevalence of MOH should be the focus of public health interventions on rational use of OTC and prescription pain medications.