We describe three cases of women with hot bath‐related headache who reported that their severe paroxysmal headache could be provoked by pouring hot water over themselves or by soaking in a hot bath. In one patient, the headache was also brought on by exposure to cold wind. Another patient had headaches after she dived into a pool and started swimming. Neurological examination, routine laboratory tests, electroencephalography, and brain imaging showed no abnormality in any of the patients. Hot bath‐related headache is a benign headache unassociated with a structural lesion.