The best way to appreciate the efficacy of drug and behavioural therapy in the acute and prophylactic treatment of headache is to perform placebo-controlled randomized trials. In order to plan and conduct these studies in the most appropriate way, it is desirable to know which factors influence the placebo response. This paper reviews factors which influence the placebo response in clinical trials, such as expectation, blinding, route of application of drugs and age, gender and geographical distribution. Response rates of placebo in the treatment of acute headache episodes are higher than in headache prophylaxis. Invasive procedures such as injections have a higher placebo response compared with oral drugs. Variables known to influence the placebo response have to be taken into consideration to calculate properly the power of planned randomized trials.