One hundred fourteen headache sufferers recorded their headaches, stressful events, appraisal processes, and coping responses over a 28 day period. Stressful events were found to precede headache attacks more often than periods of headache freedom. Primary appraisals (how much the event mattered), levels of affective regulation coping and ratings of emotional upset were all higher for stressful events that were not associated with subsequent headache. Stressful events occurring during headache were followed by increases in the intensity of the attack. In such instances, avoidance coping was associated with higher ratings of headache intensity following the event and direct coping with lower post-event ratings. It was concluded that stressful events may be causally related to headache and that the ways in which headache sufferers respond to these events may also have implications for the onset and intensity of attacks. © 2003 Wiley Periodicals, Inc. J Clin Psychol, 2003.