This review begins with a discussion of the nature of stress and then presents the functional model of primary headache as a framework for conceptualizing the complex relationship between stress and headaches. Research is reviewed on stress as a trigger of headaches and how stress can play a role in the developmental and psychosocial context of headaches. Clinical management of headaches from a stress perspective is considered both at the level of trials of behavioral interventions that broadly fit into the stress management category and the additional strategies that might be useful for individual cases based on the research demonstrating associations between stress and headaches. The review concludes by suggesting that although some researchers have questioned whether stress can trigger headaches, overall, the literature is still supportive of such a link. Advances in methodology are discussed, the recent emphasis on protective factors is welcomed, and directions for future research suggested.