Headache is the most common pain complaint in the pediatric population, with tension type headache (TTH) having a prevalence of 10-15% in children. Up to 70% of pediatric patients with chronic headache also experience sleep disruption, with a likely bidirectional relationship between headache and poor sleep. Treatment options include specific pharmacological approaches as well as non-pharmacological alternatives; nutraceuticals have the advantage of a relative lack of side effects. Exogenous melatonin has been shown to be useful and safe in improving sleep-wake cycles and quality of sleep in children, helping to regulate the circadian rhythm, with a secondary positive impact on headache. Supplementation with other nutraceutical ingredients, such as tryptophan, magnesium, and B vitamins, can have significant additional effects in children with primary headache, with or without sleep disorders. Tryptophan may reduce night awakenings and improve the efficiency of sleep. Primary headache has been related to low amounts of magnesium in serum, and integration with magnesium appears to be effective in reducing headache attacks without adverse effects. There are different observational reports and uncontrolled studies suggesting a possible synergistic effect for these nutraceuticals, but there is now a need for high-quality randomized controlled trials in order to confirm these positive preliminary findings.