Chronic daily headache (CDH) is a challenging condition that significantly affects functionality and quality of life. We wish to examine how patients suffering from persistent CDH respond to sound, in order to explore Guided Imagery and Music (GIM) as an alternative psychotherapeutic approach to pain. This is a mixed-methods study combining a quasi-experimental design with a matched comparison group and a case-series design. Initially, nine patients suffering from CDH and nine chronic pain patients received an individual, structured GIM session. Six CDH patients proceeded to receive eight GIM therapy sessions within 4–6 months. Levels of pain, depression, stress, and psychopathology traits were assessed pre- and postintervention. Patients suffering from CDH perceived music differently and had different types and qualities of imagery, compared with the comparison group. CDH patients post-intervention showed notable clinical improvement in anxiety and depression levels, overall distress and psychopathology symptoms, and number and duration of crises and frequency of visits to the Pain Clinic, 6 months postintervention. GIM therapy as an adjacent form of treatment can have a positive impact on psychological comorbidity, number and duration of pain episodes, and patient dependency on the Pain Clinic staff. It is suggested by the findings that (a) music and sound may instigate different paths of neural activation in patients suffering from CDH and that (b) GIM can be a powerful therapeutic tool for personal growth and self-actualization. With this pilot study, we hope to inform future research on CDH and introduce GIM as a way of achieving neuromodulation.