Several meta-analyses have demonstrated that the combination of electrical muscle activity and Temperature Biofeedback could be regarded as gold standard in chronic pediatric headaches. However, these techniques seem to be uneconomical and furthermore they are not directed to improve the social competence as well as resolve possible impairments in daily activities of the child. Therefore, multi-modal behavioral techniques have been proposed, but no studies comparing these with the gold standard were conducted. The present study compared the impact of a new multi-modal behavioral education and training program—MIPAS-Family—with a combined Biofeedback treatment, evaluating clinical efficacy as well as the effect on the quality of life (QoL) of children with chronic headaches. Thirty-four children and adolescents with recurrent headache, ranging from 7 to 16 years, were randomly assigned to the MIPAS-Family (N = 19) or the Biofeedback (N = 15) condition. All patients were diagnosed by the criteria of the International Headache Society. The children and their parents completed headache diaries, diaries of daily living activities and a QoL questionnaire (KINDL®). Both groups showed significant improvements concerning the headache intensity and headache duration. We found no significant differences in the main headache parameters between both treatments. After the treatments, the children were less disturbed by their headaches in the domains school, homework, and leisure time. In conclusion, MIPAS-Family is as effective as Biofeedback but it is more cost-effective and addresses the whole family and the daily activities.