The purpose of this study was to investigate the relationship between locus of control, assertiveness, and anxiety, on one side and headache frequency and severity, on the other. The data were obtained by questionnaires (Rotter Locus of Control Scale, Rathus Assertiveness Schedule, The Sixteen Personality Factor Questionnaire, and a Headache Questionnaire), completed by 222 undergraduate psychology students. A significant correlation was found between anxiety and headache but it was weaker than might be expected considering that headache is commonly viewed as a physiological sign of anxiety. None of the permutations of the personality variables (e.g. internal, more assertive, and less anxious) was useful in predicting or discriminating between the frequency or severity of headache. Perceived internal locus of control and assertiveness were shown to suppress reported anxiety, but only to a minor extent. Unassertiveness was shown to be significantly related to headache severity, only for those subjects with weekly headaches. The discrepancy between reported anxiety and physiological anxiety was discussed and the utility of current self-report measures in headache research was questioned. Future research should concentrate on investigating the hypothesis that denial is an important component in many self-report personality measures.