One common feature of chronic musculoskeletal pain and headaches are that they are both influenced by stress. Among these, tension-type headache (TTH), fibromyalgia (FMS) and chronic shoulder/neck pain (SNP) appear to have several similarities, both with regard to pathophysiology, clinical features and demographics. The main hypothesis of the present study was that patients with chronic pain (TTH, FMS and SNP) had stress-induced features distinguishing them from migraine patients and healthy controls. We measured pain, blood pressure, heart rate (HR) and skin blood flow (BF) during (1 h) and after (30 min) controlled low-grade cognitive stressor in 22 migraine patients, 18 TTH patients, 23 FMS patients, 29 SNP patients and 44 healthy controls. FMS patients had a lower early HR response to stress than migraine patients, but no differences were found among FMS, TTH and SNP patients. Finger skin BF decreased more in FMS patients compared to migraine patients, both during and after the test. When comparing chronic pain patients (chronic TTH, FMS and SNP) with those with episodic pain (episodic TTH and migraine patients) or little or no pain (healthy controls), different adaptation profiles were found during the test for systolic and diastolic blood pressure, HR and skin BF in the chronic group. In conclusion, these results suggest that TTH, FMS and SNP patients may share common pathophysiological mechanisms regarding the physiological responses to and recovery from low-grade cognitive stress, differentiating them from episodic pain conditions such as migraine.