Children and adolescents with primary headache are at risk of persistent somatic symptoms and reduced quality of life (Qol) due to pain and pain-related behaviors, such as avoiding school and activities. Sleep is essential to health, and children and adolescents with primary headaches have more sleep complaints than do healthy controls. A treatment approach that addresses multifactorial causes is likely important. Nonpharmacological interventions seem promising. However, knowledge about effective strategies is limited. The objective of this review is to assess the effect of nonpharmacological interventions in randomized controlled trials (RCTs) among children and adolescents with primary headache in order to identify useful strategies.