Researchers also found that low caffeine consumption was associated with a greater likelihood of chronic headaches, which are defined as headaches for 14 or more days each month.
The figures come from a national survey in Norway conducted in 1995-1997 which asked people a variety of health questions.
Scandinavians consume an average about 400 mg of caffeine per day. That is roughly twice the average caffeine consumption in other European countries and in the United States, and equates to roughly 4 cups of brewed coffee per day.
The study qualified high caffeine consumption as 500 mg per day or more.
Caffeine is the world's most commonly consumed stimulant, and has long been known to both help and trigger headaches. Many migraine and headache medications contain caffeine.
The study appears in the Journal of Headache Pain.