Objective: To describe patterns of psychosocial adjustment and psychological attributes in preadolescent children as a function of headache status in univariate and adjusted analyses. Methods: Target sample of children (n = 8599) was representative of Brazil by demographics. Parents were interviewed using validated headache questionnaires and the ‘Strengths and Difficulties Questionnaire,’ which measures behavior in 5 domains. One-year prevalence estimates of headaches were derived by demographics. Relative risk of abnormal Strengths and Difficulties Questionnaire scores were separately modeled in children with episodic migraine and episodic tension-type headache using logistic regression. Results: Sample consisted of 5671 children (65.9% of the target sample), from 5 to 12 years old (49.3% girls). Prevalence estimates in children were 20.6% for ‘no headache,’ 9% for episodic migraine, and 12.8% for episodic tension-type headache. Abnormal scores in psychosocial adjustment were significantly more likely in children with episodic migraine, relative to children without headaches and children with episodic tension-type headache, and was significantly influenced by frequency of headache attacks, nausea, school performance, prenatal exposure to tobacco, as well as by phonophobia and photophobia. Conclusions: Children with migraine are at an increased risk of having impairment in psychosocial adjustment, and the factors associated with this impairment have been mapped. Future studies should address the directionality of the association and putative mechanisms to explain it.