The Collaborative International Dictionary of English v.0.48:

Thick-headed \Thick"-head`ed\, a.
   Having a thick skull; stupid.
   [1913 Webster]

WordNet (r) 3.0 (2006):

thickheaded
    adj 1: (used informally) stupid [syn: blockheaded,
           boneheaded, duncical, duncish, fatheaded,
           loggerheaded, thick, thickheaded, thick-skulled,
           wooden-headed]