Head Start is a federally funded, nation-wide program in the U.S. for enhancing school readiness of children aged 3–5 from low-income families. Understanding heterogeneity in treatment effects (HTE) is an important task when evaluating programs, but most attempts to explore HTE in Head Start have been limited to subgroup analyses that rely on average treatment effects by subgroups. This study applies an extension of multilevel modelling, complex variance modelling, to data from a randomized controlled trial of Head Start, Head Start Impact Study (HSIS). The treatment effects on the variance, in addition to the mean, of nine cognitive and social-emotional outcomes were assessed for 4,442 children aged 3–4 years who were followed until their 3rd grade year. Head Start had positive short-term effects on the means of multiple cognitive outcomes while having no effect on the means of social-emotional outcomes. Head Start reduced the variances of multiple cognitive and one social-emotional outcomes, meaning that substantial HTE exists. In particular, the increased mean and decreased variance reflect the ability of Head Start to improve the outcomes and reduce their variability. Exploratory secondary analyses suggested that larger benefits for children with Spanish as a primary language and low parental educational level partly explained the reduced variability, but the HTE remained and the variability was reduced even within these subgroups. Routinely monitoring the treatment effects on the variance, in addition to the mean, would lead to a more comprehensive program evaluation that describes how a program performs on average and on the entire distribution. (author abstract)