The standard clinical advice for individuals who suffer from recurrent headaches is that the best way to prevent headaches is to avoid the triggers. This review challenges that advice from a number of perspectives, including: that the advice is given in a theoretical vacuum; it is associated with practical problems; and it is not evidence-based. The review considers cognate literatures on stress, negative affect, and chronic pain that advocate approach/confront strategies over avoidance strategies. It is suggested that advice to avoid triggers could result in maintenance of the capacity of the trigger to precipitate headaches or even a sensitization process whereby tolerance diminishes. As anxiety researchers have investigated extensively the issue of how stimuli acquire and lose their capacity to elicit fear, this literature is explored to draw inferences for headache triggers. The review concludes with suggestions concerning etiology of chronic headache and associated management implications, and directions for future research. It argues that the philosophy of ‘avoidance of triggers’ should be replaced with ‘coping with triggers,’ as the latter includes both avoidance and approach/confront strategies involving exposure to triggers.