BACKGROUND: Chronic daily headache (CDH) in children has been documented in general and clinical populations. Comorbid psychological conditions, risk factors and functional outcomes of CDH in children are not well understood.OBJECTIVES: To examine anxiety and depression, associated risk factors and school outcomes in a clinical population of youth with CDH compared with youth with episodic headache (EH). METHODS: Data regarding headache characteristics, anxiety, depression and missed school days were collected from 368 consecutive patients eight to 17 years of age, who presented with primary headache at a specialized pediatric headache centre. RESULTS: A total of 297 patients (81%) were diagnosed with EH and 71 were diagnosed with CDH. Among those with CDH, 78.9% presented with chronic tension-type headache and 21.1% with chronic migraine (CM). Children with CDH had a higher depression score than the standardized reference population. No difference was observed for anxiety or depression scores between children with CDH and those with EH. However, children with CM were more anxious and more depressed than those with chronic tension-type headache. Youth experiencing migraine with aura were three times as likely to have clinically significant anxiety scores. Headache frequency and history were not associated with psychopathological symptoms. Children with CDH missed school more often and for longer periods of time. CONCLUSIONS: These findings document the prevalence of anxiety, depression and school absenteeism in youth with CDH or EH. The present research also extends recent studies examining the impact of aura on psychiatric comorbidity and the debate on CM criteria.