Cognitive-behavioral analysis and the multiaxial assessment of relevant behavioral domains (headache frequency and severity, analgesic and abortive use and misuse, behavioral and stress-related risk factors, comorbid psychiatric disorders, and degree of overall functional impairment) help set the stage for CBT of headache disorders. Controlled studies of CBTs for migraine, such as biofeedback and relaxation therapy, have a prophylactic efficacy of about 50%, roughly equivalent to propranolol. Cluster headache responds poorly to behavioral treatment. The persistent overuse of symptomatic medication impedes the effectiveness of behavioral and prophylactic medical therapies. Behavioral treatment can help sustain improvement after analgesic withdrawal, however, and prevent relapse in cases of analgesic overuse. Cognitive factors (e.g., an enhanced sense of self-efficacy and internal locus of control) appear to be important mediators of successful behavioral treatment. Patients with CDH are more likely to overuse symptomatic medication (and in some cases abuse analgesics), have more psychiatric comorbidity; have more functional impairment and disability, and are at least as likely to experience stress-related intensification of headache as patients whose episodic headaches occur less than 15 days per month. Despite the significance of these behavioral factors, patients with CDH (particularly those with migrainous features) are less likely to benefit from behavioral treatment without concomitant prophylactic medication than is the case for episodic TTH and migraine sufferers. Continuous daily pain may be more refractory to behavioral treatment as a solo modality than CDH marked by at least some pain-free days or periods of time. The combination of behavioral therapies with prophylactic medication creates a synergistic effect, increasing efficacy beyond either type of treatment alone. Compliance-enhancement techniques, including behavioral contracts for patients with severe personality disorders, can increase adherence to behavioral recommendations. CBT has earned an important place in the comprehensive treatment of patients with episodic migraine/TTH and severe, treatment-resistant chronic daily headache.