Abstract Background It is widely recognised that there are associations between headache, psychiatric comorbidity and attachment insecurity in both adults and children. The aims of this study were: 1) to compare perceived attachment security and anxiety in children and adolescents with migraine without aura and a healthy control group; 2) to test whether the child’s perceived security of attachment to the mother and the father mediated the association between migraine and anxiety. Methods One hundred children and adolescents with Migraine without Aura were compared with a control group of 100 children without headache. The Security Scale (measures perceived security of attachments) and the Self-Administered Psychiatric Scales for Children and Adolescents, a measure of anxiety symptoms, were administered to all participants. Results The clinical group had lower attachment security than the control group and higher scores on all anxiety scales. Anxiety was negatively correlated with attachment. Children’s attachment to their mother mediated the increase in global anxiety in the clinical group. Insecure paternal attachment was associated with greater insecurity in maternal attachment, suggesting that there is a complex pathway from migraine to anxiety symptoms mediated by perceived insecurity of paternal attachment and hence also by perceived insecurity of maternal attachment. Conclusion These results suggest that insecure parental attachment may exacerbate anxiety in children and adolescents with migraine and point to the importance of multimodal interventions, perhaps taking account of family relationships, for children and adolescents with migraine.