Objective: To examine the association of psychiatric symptoms with migraine and tension-type headache in children. Method: A questionnaire completed by 1,135 Finnish children in the sixth grade identified 154 children with migraine, 138 with tension-type headache, and 407 children who were headache-free. Seventy children were randomly selected from each group and evaluated by a structured interview to confirm headache type, resulting in a sample of 59 children with migraine, 65 with tension-type headache, and 59 without headache. The children completed the Children's Depression Inventory, and the parents completed the Child Behavior Checklist and General Functioning scale of the McMaster Family Assessment Device. Results: Children with migraine had significantly higher levels of total, internalizing, and somatic symptoms, as well as social and family problems, than those without headache and had higher levels of somatic symptoms than children with tension-type headache. Children with tension-type headache had significantly higher levels of somatic symptoms and family problems than those without headache. Conclusions: The association between psychiatric symptoms and headaches shows differences between different headache types. However, a minority of children with migraine or tension-type headache have high levels of psychiatric symptoms. J. Am. Acad. Child Adolesc.