Headache and recurrent abdominal pain (RAP) are common disorders in children and adolescents, frequently referred to paediatricians. Both disorders show similarities in trigger and comorbid factors, their burden on family and individual life, and a paroxysmal trend with risks of chronicization over time. However, very few studies have compared directly headache and RAP. The main aim of this study was to compare the psychological profile of headache and RAP patients vs. healthy controls. A total of 210 children and adolescents [99 boys, 111 girls; age range 4–18 years; mean age (m.a.) = 11.04, SD 4.05] were assessed: 70 headache patients (m.a. 12.4 years; SD 2.9; F = 35, M = 35), 70 RAP patients (m.a. 9 years; SD 3.6; F = 30, M = 40) and 70 controls (m.a. 11.7 years; SD 4.6; F = 46, M = 24). The diagnoses had been made according to international systems of classification both for headache (ICHD-II criteria) and RAP (Rome II criteria). The psychological profile had been made according to the Child Behaviour Checklist 4–18 (CBCL). ANOVA one-way analysis was used to compare CBCL scales and subscales between groups. Headache and RAP showed a very similar trend vs. control for the main scales of the CBCL, with a statistically significant tendency to show problems in the Internalizing scale (anxiety, mood and somatic complaints) and no problems in the Externalizing (behavioural) scale. Only for the Attention Problems subscale migraineurs showed a significant difference compared with RAP. In conclusion, headache and RAP show a very similar psychological profile that should be considered not only for diagnostic and therapeutic purposes, but also from the aetiological aspect.