We investigated psychological adjustment in a preadolescent pediatric population as a function of headache diagnosis. Children from a city public education system were enrolled in this study. Parents were interviewed using validated headache questionnaires and the Strengths and Difficulties Questionnaire (SDQ), which measures psychological adjustment. Crude and adjusted prevalence ratios were obtained using a binary regression model. The relative risk [RR] of SDQ items and scores were modeled as a function of headache diagnosis in adjusted analyses. Multivariate models estimated determinants of psychological adjustment characteristics in children with migraine. The sample consisted of 846 children (65.9% of the target sample) from 5 to 12 years old (50.5% girls). Relative to children without headache, children with episodic migraine (EM) were more likely to have abnormal scores on the following SDQ scales: emotional symptoms (RR = 3.43, 95% confidence interval [CI] = 2.51-4.69), conduct problems (RR = 1.96, 95% CI = 1.37-2.79), total difficulties (RR = 2.23, 95% CI = 1.59-3.13), and total impact (RR = 2.85, 95% CI = 1.15-7.11). The multivariate analysis showed that total difficulties in psychological adjustment in children with EM were significantly influenced by headache frequency (p < .05), analgesic intake (p < .001), and the occurrence of nausea (p < .01) and vomiting (p < .05) in headache attacks. To the best of our knowledge, this is the first study reported in the literature to identify determinants of the association between migraine and difficulties in psychological adjustment in preadolescent children. Providers and educators should be aware of this association, and studies that address causality should be conducted.