There are few findings of increased stress responses of the vascular system and the (head) muscles in migraine and tension headache patients. However, several studies ignored the headache state of the patients during the experiment and differences in sex, or used small experimental groups. In this controlled study, physiological parameters in migraine patients, tension headache patients and non-headache controls were investigated during conditions of stress and rest. Each group was composed of at least 25 subjects. Sex was included as an independent variable, and separate analyses were carried out on patients with pain during the measurements. There were no differences in vascular responding nor in muscular responding to stress between migraine patients, tension headache patients and controls. Male migraine patients showed enhanced activity in some indicators of sympathetic activity. No evidence was found for a discrete border separating the two headache types.