This chapter describes the major anxiety disorders and their associations with headache, the increased burden of comorbid anxiety and headache, the mechanisms hypothesized to explain the connection between anxiety and headache, and the behavioral treatments and strategies for managing anxiety and headache. Anxiety disorders are a separate category of psychiatric disorders in The Diagnostic and Statistical Manual of Mental Disorders-IV-TR (DSM-IV-TR), which contains six major anxiety disorders, namely generalized anxiety disorder (GAD), panic disorder, specific phobias, social anxiety disorder, obsessive-compulsive disorder (OCD) and post-traumatic stress disorder (PTSD). Anxiety disorders and primary headache are commonly occurring conditions, both independently and as co-occurring conditions. The presence of anxiety and anxiety disorders in individuals with headache negatively impacts quality of life, functioning, and response to headache treatment. Effective management of headache necessitates understanding, identifying, and addressing anxiety, anxiety-related disorders, and their underlying factors that are related to headache.