The relationship between depression and somatic symptoms such as headache has never been explained. Both depression and headache appear to become more prevalent among women than among men only for cohorts that reach adolescence during periods of great change in opportunities for a female's academic achievement. In Studies 1a and 1b, the same pattern was found to apply to the correlation between depression and headache. In Studies 2a and 2b, self‐report measures of depression and headache were found to share significant variance only among female adolescents who reported concerns regarding the limited achievements of their mothers. These females may view the roles of adult women as being limited and may experience stress and low self‐esteem associated with depressive and somatic symptomatol