Chronic daily headache (CDH) is a multi-faceted, often complex pain syndrome in children and adolescents. Chronic daily headache may be primary or secondary. Chronic migraine and chronic tension-type are the most frequent subtypes. Chronic daily headache is co-morbid with adverse life events, anxiety and depressive disorders, possibly with other psychiatric disorders, other pain syndromes and sleep disorders; these conditions contribute to initiating and maintaining CDH. Hence, early management of episodic headache and treatment of associated conditions are crucial to prevention. There is evidence for the benefit of psychological therapies, principally relaxation and cognitive behavioral, and promising information on acupuncture for CDH. Data on drug treatment are based primarily on open label studies. The controversies surrounding CDH are discussed and proposals for improvement presented. The multifaceted nature of CDH makes it a good candidate for a multi-axial classification system. Such an approach should facilitate biopsychosocial management and enhance consistency in clinical research.