Twelve women with either pure migraine headache (HA) or a combination of migraine and tension-type HA monitored HA activity over two menstrual cycles while noting onset of menstruation and onset of ovulation. They then received 12 sessions of thermal biofeedback (TBF) with adjunctive autogenic training. Six women with only tension-type HA participated in similar monitoring before receiving 9 sessions of progressive relaxation training. Results for those with vascular HA showed a significant reduction in HA activity and a reduction in medication taken for HAs. Those with tension-type HA did not respond significantly to the relaxation training. Depending upon how one defined menstrually-related HAs among those with vascular HA, there either was, or was not, a differential effect of TBF on menstrual-cycle-related HA.