Background: Chronic tension-type headache (CTTH) is frequently associated with a psychiatric comorbidity of depression and anxiety. Most studies focus their attention on this association, and only few link CTTH with psycho-affective emotional regulation disorders. Objective: To evaluate the association of CTTH with anxiety, depression, positive and negative affectivity, and emotional management in CTTH patients with neither a previous diagnosis of psychiatric disorder nor use of psychoactive drugs or abuse of analgesics. Design: Case-control study. Methods: Validated scores for state and trait anxiety, depression, positive and negative state and trait affect, cognitive reappraisal, and expressive suppression were assessed in 40 subjects with CTTH and 40 healthy subjects. Associations between CTTH and psychological status were assessed through linear multivariate regression models. Results: CTTH was associated with higher scores for depression (Beta = 5.46, 95% CI: 1.04–9.88), state and trait anxiety (Beta = 12.77, 95% CI: 4.99–20.56 and Beta = 8.79, 95% CI: 2.29–15.30, respectively), and negative state affect (Beta = 5.26, 95% CI: 0.88–9.64). Conclusions: CTTH is directly associated with depression, anxiety, and negative affectivity signs despite the absence of a previously diagnosed psychiatric disorder or psychopharmacological intake. The recognition of these comorbid and psycho-affective disorders is essential to adapt the emotional management of these patients for better control.