A growing body of literature implicates comorbid psychopathology as a risk factor for chronification of headache. Despite their prevalence, comorbid psychiatric conditions are not routinely assessed among headache patients. Consequently, efforts to manage such conditions are not commonplace either. The present article briefly reviews a variety of strategies and measures for psychiatric screening among headache patients, focusing primarily on those that have been validated in medical settings, that can be administered quickly, and that involve minimal associated costs. We also describe basic strategies for behavioral management of comorbid depression and anxiety in headache patients.