The goal of this study was to explore the relationship between indicators of sympathoneural, sympathomedullar and hypothalamic-pituitary-adrenocortical (HPA) activity and stress-induced head and shoulder-neck pain in patients with migraine or tension-type headache (TTH). We measured noradrenaline, adrenaline and cortisol levels before and after low-grade cognitive stress in 21 migraineurs, 16 TTH patients and 34 controls. The stressor lasted for 60 min and was followed by 30 min of relaxation. Migraine patients had lower noradrenaline levels in blood platelets compared to controls. Pain responses correlated negatively with noradrenaline levels, and pain recovery correlated negatively with the cortisol change in migraineurs. TTH patients maintained cortisol secretion during the cognitive stress as opposed to the normal circadian decrease seen in controls and migraineurs. There may therefore be abnormal activation of the HPA axis in patients with TTH when coping with mental stress, but no association was found between pain and cortisol. A relationship between HPA activity and stress in TTH patients has to our knowledge not been reported before. In migraine, on the other hand, both sympathoneural activation and HPA activation seem to be linked to stress-induced muscle pain and recovery from pain respectively. The present study suggests that migraineurs and TTH patients cope differently with low-grade cognitive stress.