A spray head assembly includes a press head, a seal member, a push tube, a piston unit, a resilient member, a cylinder unit, a valve and a mount. The press head has an annular face and a first locking portion. The seal member has an inner tube portion and a water-proof portion. The push tube is connected to the press head and has a second locking portion. The cylinder unit has a piston and a main rod respectively connected to the push tube. The main rod has a seal part and the cylinder unit has a narrowed portion. When the press head is pressed, the first locking portion and the second locking portion are positioned and the press head is easily assembled. The narrowed portion and the seal part, and the top of the inner tube portion and the annular face are engaged with each other to prevent from leakage.