The objective of this study is to examine the association between headache and mental disorders in a nationally representative sample of American youth. We used the National Comorbidity Survey-Adolescent Supplement to assess sex-specific prevalence of lifetime migraine and non-migraine headache using modified International Headache Society criteria and examine associations between headache subtypes and DSM-IV mental disorders. Adolescent report (n = 10,123) was used to identify headache subtypes and anxiety, mood, eating, and substance use disorders. ADHD and behavior disorder were based on parent report (n = 6483). Multivariate logistic regression analyses controlling for key demographic characteristics were used to examine associations between headache and mental disorders. Headache was endorsed by 26.9% (SE = 0.7) of the total sample and was more prevalent among females. Youth with headache were more than twice as likely (OR 2.74, 95% CI 1.94-3.83) to meet criteria for a DSM-IV disorder. Migraine, particularly with aura, was associated with depression and anxiety (adjusted OR 1.90-2.90) and with multiple classes of disorders. Adolescent headache, particularly migraine, is associated with anxiety, mood, and behavior disorders in a nationally representative sample of US youth. Headache is highly prevalent among youth with mental disorders, and youth with headache should be assessed for comorbid depression and anxiety that may influence treatment, severity, and course of both headache and mental disorders.