The present study assessed progressive relaxation training as a treatment for recurrent headache among university students. Subjects were randomly assigned to either a relaxation treatment condition or a no-treatment monitoring control condition. All subjects monitored their headache activity over a 3-week baseline, and two 2-week follow-up intervals. In addition, treatment subjects were administered two sessions of progressive relaxation training over a two-week period following the baseline period. Upon completion of all headache diaries, subjects were administered an experimental pain stimulus in a paradigm designed to assess compliance. Our principal findings were that treatment and monitoring subjects reduced average headache activity to a an equal extent from baseline to follow-up. However, treatment subjects reported more substantial decrements in headache activity at follow-up. Treatment subjects reported significant reductions in physical and mental relaxation following each progressive relaxation training session. Treatment subjects' expectations for treatment success were associated with decreased headache activity on all headache diaries subsequent to treatment. Our compliance manipulation failed to distinguish compliant and non-compliant responders to the experimental pain stimulus. Nevertheless, we found that global reports of treatment success were positively associated with compliant responding. Results are discussed in terms of non-specific treatment effects, generalization of treatment effects, subject attrition and cross-situational compliance effects.