We evaluated two putative moderators of treatment outcome as well as the role of Headache Management Self-Efficacy (HMSE) in mediating treatment outcomes in the drug and non-drug treatment of chronic tension-type headache (CTTH). Subjects were 169 participants (M = 38 yrs.; 77% female; M headache days/mo. = 22) who received one of four treatments in the treatment of CTTH trial (JAMA, 2001; 285: 2208–15): tricyclic antidepressant medication, placebo, (cognitive-behavioral) stress-management therapy plus placebo, and stress-management therapy plus antidepressant medication. Severity of CTTH disorder and the presence of a psychiatric (mood or anxiety) disorder were found to moderate outcomes obtained with the three active treatments and with placebo, as well as to moderate the role of HMSE in mediating improvements. Both moderator effects appeared to reflect the differing influence of the moderator variable on each of the three active treatments, as well as the fact that the moderator variables exerted the opposite effect on placebo than on the active treatments. HMSE mediated treatment outcomes in the two stress-management conditions, but the pattern of HMSE mediation was complex, varying with the treatment condition, the outcome measure, and the moderator variable. Irrespective of the severity of the CTTH disorder HMSE fully mediated observed improvements in headache activity in the two stress-management conditions. However, for patients with a mood or anxiety disorder HMSE only partially mediated improvements in headache disability, suggesting an additional therapeutic mechanism is required to explain observed improvements in headache disability in the two stress-management conditions.