Although work has been done establishing the efficacy of behavioral treatments for headache, almost no work has been done using appropriate methodology to evaluate what types of patients in which settings (termed “moderators”) are likely to benefit from treatment and what treatment components account for treatment response (termed “mediators”). The current article provides an overview of moderators and mediators and their assessment and analysis as they pertain to clinical trials. The article also discusses the need for moderator and mediator hypotheses to be theory driven. A brief consideration of potential moderators and mediators of behavioral treatment for headache is then presented. The article concludes with a discussion of methodological issues to be addressed when conducting moderator and mediator analysis for behavioral treatment for headache.