Psychological factors are important in the chronification and aggravation of headaches. We studied 90 patients suffering from migraine, chronic daily headache (CDH) evolved from migraine, and episodic or chronic tension-type headache (TTH). The clinical course of headache was analyzed using a validated headache diary. Migraine sufferers were characterized by pronounced psychological abnormalities during the headache phase, demonstrating a less adaptive coping behavior. This was in contrast to the TTH patients, who showed more general distress manifesting in elevated anxiety and lower quality of life. The only factor which appeared to be essential for differentiating between migraine and TTH was the intensity of headache. Chronic TTH and CDH evolved from migraine demonstrated more pronounced psychological disabilities and more severe clinical courses of headaches than episodic TTH or nontransformed migraine. The predictor variable for transformation of migraine was impairment of well-being/quality of life, and for transformation of TTH, the frequency of headaches and depression. Analgesic misuse seems to be less important for chronification and transformation of headaches than the degree of psychological disability. This study draws attention to the role of psychological factors in the chronification of TTH and transformation of migraine and provides some recommendations for the behavioral treatment of chronic headaches.