Migraine causes major health impairment and disability. Psychological interventions offer an addition to pharmacotherapy but they are not currently recommended by the National Institute of Clinical Excellence (NICE) or available in the National Health Service. We aimed to systematically review evidence on the efficacy of psychological interventions for migraine in adults. A search was done of MEDLINE, psychINFO, http://www.opengrey.eu, the meta-register of controlled trials and bibliographies. Twenty-four papers were included and rated independently by two people using the Yates scale, which has 35 points. Cochrane recommendations are that high quality reports score above the mid-point (18 points). Methods used in 17/24 papers were rated ‘high quality’. However, frequently descriptions of key areas such as randomisation methods were omitted. Eighteen studies measured effects of psychological interventions on headache-related outcomes, fifteen reporting significant improvements, ranging 20–67 %. Interventions also produced improvements in psychological outcomes. Few trials measured or reported improvement in disability or quality of life. We conclude that evidence supports the efficacy of psychological interventions in migraine. Over half of the studies were from the USA, which did not provide universal health care at the time of the study, so it is difficult to generalise results to typical populations in receipt of publically funded health services. We agree with the NICE recommendation that high quality pragmatic randomised controlled trials are needed in the UK.