It is widely accepted that stress plays an important role in the experience of tension-type headache. This article reviews the literature in which individuals with recurrent tension-type headache are compared to headache-free controls in the experience and appraisal of stress, psychophysiological response to stress, and coping with stress. A modified and extended version of the transactional model of stress as it might apply to tension-type headache is used to organize the relevant literature. In summary, there is evidence to suggest that individuals with recurrent tension-type headache experience more stressful events and are more sensitive and have a lower threshold to pain. There are some suggestions that headache sufferers may use different coping strategies for stress and pain. There is little evidence of differences in physiological responses to stressful events. The shortcomings of this body of literature are addressed and directions for future research are identified.