The purpose of the study is to test the cross-cultural adaptation and psychometric properties of a Danish version of the Headache-Specific Locus of Control Scale (HSLC) and the Headache Management Self-Efficacy Scale (HMSE) in a tertiary headache centre. HSLC and HMSE are headache-specific measures of locus of control (LOC) and SE. The Danish versions of the HSLC and the HMSE were created according to the guidelines for cross-cultural adaptation of self-report measures. The HSLC and HMSE were administered to 135 consecutively referred headache patients in a tertiary headache centre together with other self-report measures concerning general distress, anxiety, depression, and health-related quality of life. Internal stability of the HSLC subscales and the HMSE were analysed using Chronbach's alpha coefficient. The psychometric properties of the Danish version of the HSLC and the HMSE were analysed using Spearman's rank correlation test. Cronbach's alpha ranged from 0.71 to 0.88 and the corrected item-total correlations were acceptable. The mean corrected item-total correlations for the three subscales of HSLC (health-care LOC, internal LOC, and chance LOC) were 0.40, 0.59, and 0.40 respectively. The mean corrected item-total correlation for HMSE was 0.42. High HMSE scores were found to be associated with high scores on internal LOC and low scores on chance LOC. High scores on chance LOC were positively associated with low scores on social functioning independently of headache frequency. The results are consistent with the earlier findings of the original American versions of HMSE and HSLC. These scales seem to be valid and valuable tools for testing of psychological aspects related to level of functioning and quality of life for headache patients across different cultures of Western society. The HMSE and the HSLC proved valuable in clinical headache research. Since scores on HSLC and HMSE were associated with measures of physical and social functioning the HSLC and HMSE may be of particular interest for intervention studies aimed at enhancing level of functioning for headache patients.