This study aimed to examine penetration of the blind in a randomized, placebo-controlled trial. Neurologists' ratings of improvement and medication side-effects, participants' ratings of improvement and daily diary recordings of headaches were assessed along with participants' and neurologists' guesses about treatment group placement in participants who completed at least 3 months of treatment (N = 169). Despite blinding, treating neurologists successfully identified the medication condition for 82% of participants receiving medication only; trial participants accurately identified their medication condition when receiving active medication (77% of participants), but not when receiving placebo. Concurrent stress-management therapy reduced, but did not eliminate penetration of the blind. Irrespective of drug condition, when participants were improved they were judged to be on active medication and when unimproved they were judged to be on placebo. However, neurologists' ratings of improvement, participants' reports of improvement and daily headache recordings yielded equivalent outcomes. Penetration of the blind needs to be assessed, not assumed in clinical trials in headache. However, penetration of the blind did not produce a prodrug bias as has been asserted by critics. Better methods of assessing and quantifying blindness are needed.