ABSTRACT Approximately 3.5% of adolescents in the United States have chronic daily headache (CDH). Chronic daily headaches in adolescents are often refractory to the adult pharmacological interventions. And as a result, adolescents typically experience increased levels of stress, which exacerbates their headaches. Chronic daily headaches negatively impact both the adolescent and their family. Adolescents with CDHs frequently exemplify comorbid psychiatric symptoms such as anxiety, depression, and increased risk for suicide. Risk factors for CDH in adolescents have been well studied; however, few studies have focused on psychologically based interventions to enhance effective coping, positive mental health, and pain relief in this group of teens. Given the paucity of psychologically focused interventions in this group, further research is necessary to test and develop the effectiveness of cognitive behavioral skills building (CBSB) interventions. This pilot study focused on the use of a CBSB intervention that emphasized problem solving, cue recognition, effective communication, behavior modeling, cognitive reappraisal, stress management, effective coping, and positive thinking. A randomized controlled trial pilot study was conducted. The intervention group received a seven-week intervention focused on CBSB techniques and headache education, while the comparison headache education group received a seven-week program focused on basic headache hygiene measures (e.g., adequate sleep, adequate hydration, dietary triggers, environmental triggers). The total sample included 32 adolescents inclusive of the ages 13 and 17 years. Paired t-tests resulted in significant preliminary positive effects for COPE-HEP on anxiety, depression, beliefs, headache disability, headache frequency, and headache duration. Comparison group education resulted in significant preliminary positive effects on anxiety, depression, headache disability, headache frequency, headache pain level, headache duration, and medication frequency. There were no significant changes over time in means of parent perception of pain interference for both groups. Independent t-tests revealed that COPE-HEP teens had significantly less anxiety and headache duration at post-intervention. The acceptability of the COPE-HEP intervention with adolescents with CDHs in a specialty care setting is supported by this study, while the feasibility of conducting this study in a specialty care setting is partially supported. These findings support a need to refine the intervention and test both its short and long-term effects in a full-scale randomized controlled trial with adolescents who have CDHs.