The dexamethasone suppression test (DST) was administered in 48 daily chronic headache (DCH) sufferers, 37 of whom also suffered from mild to severe depression. In 14 of 48 subjects (29.2%), cortisol values at 1600h were greater than 50 ng/ml, despite normal suppression at 0800h. The escapers showed basal cortisol values and (Depression scale) scores on the Minnesota Multiphasic Personality Inventory higher than suppressors. Thus, a group of DCH sufferers appeared to share a biochemical defect often seen in endogenous depression. The escape from dexamethasone suppression could be a psychobiological indicator of vulnerability to develop depressive disorder and/or chronic pain complaints.