In this paper, Whittaker modules for the Schr\"odinger-Virasoro algebra
$\mathfrak{sv}$ are defined. The Whittaker vectors and the irreducibility of
the Whittaker modules are studied. $\mathfrak{sv}$ has a triangular
decomposition according to the Cartan algebra $\mathfrak{h}:$
$$\mathfrak{sv}=\mathfrak{sv}^{-}\oplus\mathfrak{h}\oplus\mathfrak{sv}^{+}.$$
For any Lie algebra homomorphism $\psi:\mathfrak{sv}^{+}\to\mathbb{C}$, we can
define Whittaker modules of type $\psi.$ When $\psi$ is nonsingular, the
Whittaker vectors, the irreducibility and the classification of Whittaker
modules are completely determined. When $\psi$ is singular, the composition
series and the sufficient and necessary conditions for irreducibility are
studied according to the action of the center of $\mathfrak{sv}$.