OnabotulinumtoxinA is one of the main preventive treatments for chronic migraine. Despite that up to one third of patients with chronic migraine suffer from daily headache, these individuals have hardly been studied. We conducted a prospective cohort study, including patients with chronic migraine and treated with OnabotulinumtoxinA according to the PREEMPT paradigm. The primary endpoint was to assess whether patients with chronic migraine and daily headache had a different response after three sessions of OnabotulinutoxinA than patients without daily headache. The secondary endpoint was to analyse the presence of predictive factors that could be associated with a higher response to OnabotulinumtoxinA. Patients with daily headache had a reduction of 14.9 (SD: 9.7) headache days per month, patients with 22–29 headache days a reduction of 10.6 (SD: 9.9) days, and patients with 15–21 headache days a reduction of 8.6 (SD: 7.1) days (p < 0.001). In the univariate regression analysis, a higher number of headache days per month at baseline was associated with higher odds of reduction in the number of headache days per month after OnabotulinumtoxinaA treatment (OR: 0.474, 95% CI: 0.278–0.670, p < 0.001). This association was maintained in the multivariate regression analysis (OR: 0.540, 95% CI: 0.333–0.746, p < 0.001). In our sample, daily headache was not associated with a worse response to OnabotulinumtoxinA treatment. A higher frequency of headache at baseline was a predictor of better response to OnabotulinumtoxinA treatment.