There is emerging evidence that treatment of comorbid mood and anxiety disorders can improve headache treatment outcome when implemented within a comprehensive program. Effective treatment for comorbid mood and anxiety disorders requires screening headache patients and accurately diagnosing specific psychiatric disorders when present. Specific dual-action antidepressant, anticonvulsant, and atypical antipsychotic medications can serve as dual agents that simultaneously treat both headaches and a mood or anxiety disorder. Serotonin reuptake inhibitors and most other antidepressant, anxiolytic, and mood-stabilizing medications are generally ineffective for headache prophylaxis. However, they can be safely added to a headache regimen for treatment of a comorbid psychiatric disorder. Treatment of comorbid psychiatric disorders in headache patients requires patient education about the psychiatric disorder, its treatment, possible side-effects, and expected benefits. Clinicians need to be sensitive to possible stigma that some patients fear from a psychiatric diagnosis or its treatment.