Chronic headache in adolescents is frequent and often associated with anxiety and depression. The present study investigated, whether psychological and physical stress symptoms have an infl uence on the occurrence of anxiety and depression and what is the role of stress coping. The sample consisted of 77 15 years old girls with chronic headache and 72 girls, who served as controls. Stress symptoms and stress coping were measured with the Stressverarbeitungsfragebogen für Kinder und Jugendliche (Coping with Stress Questionnaire for Children and Adolescents), depression was assessed by the Depression Inventory for Children and Adolescents, anxiety by the State-Trait Anxiety Inventory for Children. Linear regression was used to analyze the relationship between stress factors and anxiety resp. depression. Physical stress symptoms were related to anxiety, but not to depression. Coping strategies of the depressed as well as the anxious children were characterized by stress reinforcing behaviors. The results point to focusing on physical symptoms in the anxious headache patients and to avoidance coping in the depressed children.