Many patients with migraine are poorly responsive to conventional preventive therapies. Comorbid anxiety and depression may contribute to headache refractoriness, but studies of headache preventives have not typically addressed the patient with psychiatric comorbidity. The author has used clonazepam empirically to treat a subgroup of headache patients with associated anxiety, who were poorly responsive to conventional preventives. The use of a benzodiazepine as a headache preventive raises concerns regarding tolerance and addiction. The author presents 3 cases that illustrate different outcomes associated with this therapy, and suggests guidelines for its use.