Aim: To investigate the effect of coexistence of primary headache with depression, anxiety, and anxiety disorder on patients’ quality of life and the variability of this effect according to the types of primary headache in children and adolescents with primary headache.Methods: A total of 61 patients [29 migraines, 32 tension-type headaches (TTH) patients] and 31 healthy controls were included in the study. Multiple measures including the Screen for Child Anxiety-Related Disorders, the Children’s Depression Inventory (CDI), the Pediatric Quality of Life Inventory, and the Visual Analogue Scale were administered to each participant on a voluntary basis for the establishment of the diagnosis. Results: Mean age was 12.0±2.3 years in migraine patients, 13±4.3 years in TTH patients, and 12.4±2.1 years in the control group. The mean anxiety score was 32.0±3.1, 16.0±2.5, and 8.0±1.3, respectively. The anxiety scores were significantly higher in the patient groups compared to the control group (p<0.001) and were higher in migraine patients compared to TTH patients and the control subjects (p<0.001). The mean CDI scores of migraine and TTH patients were 22.0±2.7 and 26.0±4.3, respectively (p=0.439). In the control group, this score was 10.0±4.0 and it was significantly lower than those of patient groups (p=0.002). Mean quality of life score was 59.31±13.5 in migraine patients, 62.08±21.2 in TTH patients, and 86.83±31.7 in the control subjects. Quality of life scores were significantly lower in the patient groups compared to the control group (p<0.001).Conclusion: The coexistence of headache with depression and anxiety disorders leads to negative effects on both physical and psychological quality of life of children and adolescents with headache.