The aim of this study is to examine the influence of depression on headache onset following laboratory stress and on psychophysiological variables associated with tension-type headaches (TTHs). Diagnostic interviews identified three groups: headache prone and depressed (HP/D, N = 13); headache prone not depressed (HP/ND, N = 22); and healthy controls (HC, N = 13). Ss completed a laboratory stress task. Blind evaluations of pericranial muscle tenderness (PMT) and pressure pain thresholds (PPT) were obtained immediately before, immediately after and 24 h post-task. Ss also recorded headaches (HA) before, during, immediately post-task and for 24 h post-task. HP/D Ss were more likely than HP/ND Ss or HC Ss to report a headache during and immediately following the stress task (P < 0.05). HP/D Ss exhibited higher PMT than HP/ND Ss or HC Ss before and following the stress task (P < 0.05). HP/D Ss exhibited lower finger PPT at all assessments and lower temporalis PPT at two of three assessments than HC Ss (P < 0.05) but did not significantly differ from HP/ND Ss at most assessments. Depression increased vulnerability to TTH following laboratory stress and was associated with elevated PMT. In individuals with frequent headaches, depression may aggravate existing central sensitization increasing vulnerability to TTHs.