Placebo refers to the positive expectation that a treatment will help patients, and nocebo refers to adverse events related to patient’s negative expectations that a medical treatment will likely harm instead of healing. Both conditions illustrate the power of human brain and are strongly related to treatment outcome and adherence. Placebos and nocebos display particular role in pain conditions, such as headache. There is evidence that placebo analgesia and hyperhedonia associated with pain relief are mediated by activation of shared emotion appraisal neurocircuitry, which regulates early sensory processing, depending on whether the expectation is reduced pain or increased pleasure. It has been suggested that dopaminergic, cyclooxygenase/prostaglandins and opioid brain pathways reward circuitries, and decision-making processes play a crucial role in the mechanisms that underlie nocebo. For migraine prophylaxis, the mean placebo effect for responders (those who report at least 50 % reduction in headache days after treatment) has been estimated at 23.5 ± 8 % (95 % CI 18.3–28.8 %) vs. 45.5 ± 15.5 % (95 % CI 37.4–53.6 %) in the active groups. Correspondently, a reduction in migraine attacks of 16.8 ± 12.7 % (95 % CI 10.9–22.6 %) was observed in the placebo groups and 41.8 ± 11.7 % (95 % CI 36.9–46.6 %) in the active groups. In preventive treatments for migraine, dropout ratio due to adverse events in placebo-treated patients has been estimated up to 5 %, showing that 1 out of 20 patients treated for migraine prophylaxis discontinues treatment due to nocebo. Placebos and nocebos therefore affect migraine treatment outcomes significantly.