Background: A better understanding of potential relationship between mood disorders, sleep quality, pain, and headache frequency may assist clinicians in determining optimal therapeutic programs. The aim of the current study was to analyze the effects of sleep quality, anxiety, depression on potential relationships between headache intensity, burden of headache, and headache frequency in chronic tension type headache (CTTH). Methods: One hundred and ninety-three individuals with CTTH participated. Headache features were collected with a 4-weeks headache diary. The Hospital Anxiety and Depression Scale was used for assessing anxiety and depression. Headache Disability Inventory evaluated the burden of headache. Pain interference was determined with the bodily pain domain (SF-36 questionnaire). Sleep quality was assessed with Pittsburgh Sleep Quality Index. Path analyses with maximum likelihood estimations were conducted to determine the direct and indirect effects of depression, anxiety, and sleep quality on the frequency of headaches. Result: Two paths were observed: the first with depression and the second with sleep quality as mediators. Direct effects were noted from sleep quality, emotional burden of disease and pain interference on depression, and from depression to headache frequency. The first path showed indirect effects of depression from emotional burden and from sleep quality to headache frequency (first model R-2 = 0.12). Direct effects from the second path were from depression and pain interference on sleep quality and from sleep quality on headache frequency. Sleep quality indirectly mediated the effects of depression, emotional burden and pain interference on headache frequency (second model R-2 = 0.18). Conclusions: Depression and sleep quality, but not anxiety, mediated the relationship between headache frequency and the emotional burden of disease and pain interference in CTTH.