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The present investigation examined the efficacy of two types of imaginal strategy treatments relative to a placebo control group on cold pressor pain and migraine. One imaginal strategy group (response group) was trained to imagine pleasant scenes which included their own responses (e.g., muscular relaxation, deep breathing). The other imaginal strategy group (stimulus group) was trained to imagine scenes with many stimulus details. All imagery subjects were instructed to use their strategies if they had a headache, felt a headache coming on, or found themselves engaged in a negative line of thinking (catastrophizing).The imagery treatments were clearly superior to the placebo control group both on experimentally produced pain, and a general measure of headache activity, but were not different from each other. Improvement was maintained through a 2 month follow-up. Successful treatment outcome was predicted by the frequency of imaginal strategy use. Possible underlying mechanisms for the treatments' efficacy and issues for future research were discussed.