This study explored the efficacy of a thermal biofeedback treatment package as an intervention with children with tension-type headaches. In a within-subject, time-lagged, multiple baseline design, five children, aged 8 to 14 years, were assigned to baselines of varying lengths prior to receiving treatment. Treatment was introduced sequentially across subjects and involved six thermal biofeedback treatment visits. Parents were also given guidelines for how best to encourage children to independently use the biofeedback skills. Data confirm that the participants learned the handwarming skill, practiced the skill on a regular basis during treatment, and independently used the skills to manage their pain. All participants demonstrated clinically significant reductions in one or more headache parameters (frequency, duration, intensity) following treatment. At 6-month follow-up, four of the five participants were headache-free. Although the thermal biofeedback treatment package was generally effective for these children with tension-type headaches, the specific type of headache experienced by each child appeared to influence the specific response to treatment. In addition, no single measure of headache activity was the best indicator of response to treatment. The efficacy of the thermal biofeedback treatment package is supported as an alternative treatment for children suffering from tension-type headaches.