The first studies on psychological treatment of pediatric headache appeared about 10 years ago; most of them were published in Anglo-American journals. This review focuses on relaxation training and biofeedback (EMG and hand temperature feedback) as the psychological interventions most often used in pediatric migraine and tension headaches. The results of randomized group studies, which were mostly well-controlled, on the efficacy of relaxation therapy (n=12) now allow a rather optimistic prognosis on the feasibility of this intervention. Most studies demonstrate clinically relevant reductions of headache frequency after training. Biofeedback studies are methodologically less well controlled and although positive effects have been observed, e.g., in single case studies, the relative usefulness of biofeedback has yet to be determined. Deficits in research on the psychological treatment of headache in children and adolescents are described, new research issues are discussed and recommendations for more systematic research are given.