Clinical trials use placebos with the assumption that they are inert, thus all placebos are considered to be equal. Here we show that this assumption is wrong and that different placebo procedures are associated to different therapeutic rituals which, in turn, trigger different mechanisms and produce different therapeutic outcomes. We studied high altitude, or hypobaric hypoxia, headache, in which two different placebos were administered. The first was placebo oxygen inhaled through a mask, whereas the second was placebo aspirin swallowed with a pill. Both placebos were given after a conditioning procedure, whereby either real oxygen or real aspirin was administered for three consecutive sessions to reduce headache pain. We found that after real oxygen conditioning, placebo oxygen induced pain relief along with a reduction in ventilation, blood alkalosis and salivary prostaglandin (PG)E2, yet without any increase in blood oxygen saturation (SO2). By contrast, after real aspirin conditioning, placebo aspirin induced pain relief through the inhibition of all the products of cyclooxygenase, that is, PGD2, PGE2, PGF2, PGI2, thromboxane (TX)A2, without affecting ventilation and blood alkalosis. Therefore, two different placebos, associated to two different therapeutic rituals, used two different pathways to reduce headache pain. The analgesic effect following placebo oxygen was superior to placebo aspirin. These findings show that different placebos may use different mechanisms to reduce high altitude headache, depending on the therapeutic ritual and the route of administration. In clinical trials, placebos and outcome measures should be selected very carefully in order not to incur in wrong interpretations.