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This narrative review aims to summarize the use of alternative treatments (e.g., relaxation training, meditation, written intervention) for emotional expression, processing, control, or management in patients with migraine and tension-type headaches, which the previous literature has shown to be related to migraine pain perception and headache symptoms. Online databases including PubMed, Scopus, Web of Science, PsycINFO, and Medline were searched to identify studies published between 2000 and 2023. A descriptive synthesis of the included studies was conducted. We included seven articles after screening 1.173 records. A total of 610 patients with a diagnosis of migraine or tension-type headache, and an average age of 19-45.5 years (68-90.4% females) were recruited in the selected studies. Overall, the results show that alternative approaches to headache treatment contribute to the management, reduction, or control of negative emotions and at the same time have a positive impact on pain perception and headache symptoms. However, in some cases, the effects are more promising than others, depending on the peculiarities or limitations of each approach considered. This review provides useful insights from a methodological point of view for future studies on the management or control of negative emotions in patients with migraine and tension-type headache.