This cross-sectional observational study retrospectively examined clinical data collected from adolescents and young adults (AYAs) seeking care in a specialty headache clinic. We characterized participants' headache characteristics and psychological functioning and examined the association between self-reported anxiety and depressive symptoms and headache frequency, severity, and disability. During their clinic visit, AYAs (M age = 18.36; range = 14-32, 79.5% female) completed an intake questionnaire and reported about their headache characteristics (i.e., frequency, severity, and duration of symptoms in months), mental health history (i.e., previous diagnosis of an anxiety or depressive disorder), and utilization of emergency department (ED) services for migraine. AYAs also completed psychometrically validated screening tools for anxiety and depressive symptoms (i.e., the GAD-7 and PHQ-9). We computed descriptive statistics and examined associations among scores on psychological measures and headache characteristics, including migraine-related disability. We also tested whether individuals with clinically elevated GAD-7 and PHQ-9 scores had higher levels of disability relative to those with fewer/subclinical levels of anxiety and depressive symptoms. Participants (N = 283) reported more than 19 headache days per month on average, with more than 90% describing their average headache intensity as moderate or severe. Nearly half of AYAs reported severe headache-related disability. Approximately one-quarter of AYAs reported a previous diagnosis anxiety or depressive disorder diagnosis, and more than one-third scored above clinical cutoffs on the PHQ-9 and GAD-7. Higher scores on both psychological screening instruments were associated with greater headache frequency. More than 10% of patients endorsed current suicidal ideation; this was not related to headache-related disability. Participants reported a high degree of ED utilization for headache; these rates were unrelated to endorsement of psychological comorbidities. In this sample of AYAs, headache characteristics were generally unrelated to scores on measures on psychological functioning. However, the observed rates of clinically elevated anxiety/depressive symptoms and suicidality in this sample of AYAs underscore the importance of screening for psychological comorbidities in neurology clinics that serve this age group, irrespective of self-reported disability. Results also emphasize the need to expand access to behavioral health services for AYAs with headache disorders and the importance of incorporating a biopsychosocial perspective to the transition of health care from pediatrics to adult neurology practice.