Chronic migraine is a disabling condition which affects a considerable proportion of patients. Several risk factors and lifestyle habits contribute to the transformation of migraine into a chronic form. Behavioral treatments, including relaxation, biofeedback, and cognitive behavioral therapy reduce the risk of episodic into chronic migraine transformation, thus restraining the headache-related disability. The rationale of behavioral therapies is that a medical problem should be recognized and thoroughly examined by the patient to be successfully managed. Being aware of factors which precipitate or aggravate migraine allows patients to progressively modulate the frequency and duration of their attacks. Similarly, the acquisition of healthy habits improves the quality of life and the subjective well-being of patients and contributes to breaking the vicious cycle that leads to migraine chronification. The highest level of care is achieved when behavioral therapies are integrated with other treatments, including physical and pharmacological interventions.