Recent research on headache has focused on identifying the prevalence of psychiatric disorders in headache patients and discerning the impact of psychiatric comorbidity on treatment of headache. The presence of comorbid psychiatric disorders, especially anxiety and depression, in headache patients is now a well-documented phenomenon. Existing but limited empirical data suggest that psychiatric comorbidity exacerbates headache and negatively impacts treatment of headache. Problematically, these findings have not yet eventuated in improved treatments for individuals suffering from both headache and a psychiatric disorder(s). The present article is an attempt to describe the application of cognitive-behavioral therapies (CBT) for depressive and anxiety disorders to headache patients who present with psychiatric comorbidity. We discuss the origins of the chronic care model in relation to CBT, review basic cognitive-behavioral principles in treating depression and anxiety, and offer clinical recommendations for integrating CBT into existing headache treatment protocols. Directions for future research are outlined, including the need for treatment outcome studies that examine the effects of treating comorbid psychiatric disorders on headache (and vice versa) and the feasibility of developing an integrated CBT protocol that addresses both conditions simultaneously.