Our aim was to investigate the mediating or moderating role of anxiety and depression in the relationship between headache clinical parameters and quality of life in Chronic Tension-Type Headache (CTTH). Twenty-five patients diagnosed with CTTH according to the criteria of the International Headache Society were studied. A headache diary was kept for 4 weeks in order to substantiate the diagnosis and record the pain history. Quality of life was assessed by means of the Medical Outcome Study (MOS) 36-Item Short-Form (SF-36) questionnaire. The Beck Depression Inventory (BDI-II) was used to assess depression, and the Trait Anxiety Scale (TA) from the State-Trait Anxiety Inventory was administered in order to assess anxiety. Moderating and mediating analyses were conducted with ordinary least squares multiple regression analysis using the SPSS General Linear Model procedure. Anxiety mediated the effect between headache frequency and quality of life, but not the effect of either headache intensity or duration. Anxiety totally mediated the effects of headache frequency on vitality, social functioning and mental health. On the other hand, depression modulated the effect in the mental health domain. The effect in the mental health domain was a function of the interaction between headache duration and depression (β=−0.34, p<0.05), after controlling for age, gender, the main effects of headache duration, and depression. We did not find anxiety to be a moderating factor between intensity, frequency or duration of headache and perceived quality of life. Anxiety exerts a mediating effect, conditioning the relationship between headache frequency and some quality of life domains; depression seems to play an inherent role in the reduced quality of life of these patients, that is, it has a moderating effect.