Headache in children and adolescents represents a number of complex and multifaceted pain syndromes that can benefit from psychological intervention. There is good evidence for the efficacy of cognitive behavioral therapy, relaxation training, and biofeedback. The choice of intervention is influenced by patients' age, sex, family and cultural background, as well as by the nature of stressors and comorbid psychiatric symptoms. Management must always be family-centered. Psychological treatments are essential elements in the multidisciplinary, biopsychosocial management of primary headache disorders, particularly for those with frequent or chronic headache, a high level of headache-related disability, medication overuse, or comorbid psychiatric symptoms. Future studies of efficacy and effectiveness of psychological treatment should use the International Headache Society's definition and classification of headache disorders, and stratify results by headache type, associated conditions, and treatment modality.