This cross-sectional study examined the relationship between headache-specific locus of control (HSLC) and migraine-related quality of life, and anxiety as a mediator of this relationship. Two hundred and thirty-two people with migraine participated in the treatment of severe migraine trial. At baseline, participants completed self-report questionnaires of headache-specific locus of control (HSLC; subscales = internal, chance, and medical professionals), anxiety, and migraine-related quality of life. Correlations examined relationships between HSLC, anxiety, and migraine-related quality of life; ordinary least squares regression evaluated anxiety as a mediator of the relationship between HSLC and migraine-related quality of life. Higher internal HSLC was related to higher overall migraine-related quality of life (ps < .05) and emotion function impairments (p = .012). Anxiety mediated the relationship between internal HSLC and all measures of migraine-specific quality of life (ps < .05). Higher external (medical professionals and chance) HSLC was related to higher migraine-related quality of life impairments (all ps < .001). All HSLC beliefs are associated with higher migraine-related quality of life impairments. Anxiety mediates the relationship between internal HSLC and migraine-related quality of life.