Children and adolescents frequently complain about recurrent nonmalignant headaches. Relaxation exercises are one possible treatment for these headaches. As the role of occupational therapy in pediatric pain management emerges, relaxation training is becoming one of the treatment activities. The present study investigated the efficacy of progressive relaxation exercises in reducing headache complaints, particularly those headaches of a mixed variety. Ten subjects with a mean age of 11.5 years completed the 6-week self-help program. A multiple-baseline across-subjects design was used. Baseline periods were randomly assigned and ranged from 7 to 25 days with treatment introduced in a time-staggered fashion across subjects. After completing their treatment, 8 of the 10 subjects had a mean increase of 15% in headache-free days. Specific guidelines for relaxation training are provided in the outlined treatment program.