Headaches are one of the most common somatic complaints among adults and children. This study investigated the effects of thermal biofeedback-assisted relaxation training on adult and child tension, migraine, and mixed (migraine and tension) headache disorders. A multiple baseline design across three adult and four child participants was used and multiple outcomes were assessed including participants' records of headache duration and severity, medication intake, and downtime because of headaches. To corroborate participants' records of headache activity, family members independently recorded headache occurrences, and medication intake was corroborated by investigators' pill counts of headache medications. After treatment, reductions in headache duration and severity, downtime, and medication intake were noted for all participants, with four of seven participants headache-free at 1-year follow-up. The results are compared with previous studies and methodological issues are discussed, particularly the need to corroborate self-report measures in headache studies.