Our objective was to compare the presence of self-reported unilateral photophobia or phonophobia, or both, during headache attacks comparing patients with trigeminal autonomic cephalalgias (TACs)—including cluster headache, short-lasting unilateral neuralgiform headache attacks with conjunctival injection and tearing (SUNCT) and paroxysmal hemicrania—or hemicrania continua, and other headache types. We conducted a prospective study in patients attending a referral out-patient clinic over 5 months and those admitted for an intramuscular indomethacin test. Two hundred and six patients were included. In episodic migraine patients, two of 54 (4%) reported unilateral photophobia or phonophobia, or both. In chronic migraine patients, six of 48 (13%) complained of unilateral photophobia or phonophobia, or both, whereas none of the 24 patients with medication-overuse headache reported these unilateral symptoms, although these patients all had clinical symptoms suggesting the diagnosis of migraine. Only three of 22 patients (14%) suffering from new daily persistent headache (NDPH) experienced unilateral photophobia or phonophobia. In chronic cluster headache 10 of 21 patients (48%) had unilateral photophobia or phonophobia, or both, and this symptom appeared in four of five patients (80%) with episodic cluster headache. Unilateral photophobia or phonophobia, or both, were reported by six of 11 patients (55%) with hemicrania continua, five of nine (56%) with SUNCT, and four of six (67%) with chronic paroxysmal hemicrania. Unilateral phonophobia or photophobia, or both, are more frequent in TACs and hemicrania continua than in migraine and NDPH. The presence of these unilateral symptoms may be clinically useful in the differential diagnosis of primary headaches.