It is well known that the presence of a spacetime boundary requires the conventional Einstein-Hilbert action to be supplemented by the Gibbons-Hawking boundary term in order to retain the standard variational procedure. When the Einstein-Hilbert action is amended by the diffeomorphism-invariant graviton mass and potential terms, it naively appears that no further boundary terms are needed since all the new fields of massive gravity enter the action with the first derivative. However, we show that such a formulation would be inconsistent, even when the bulk action is ghost free. The theory is well defined only after introducing novel boundary counterterms, which dominate over the Gibbons-Hawking term in the massless limit and cancel the problematic boundary terms induced by the bulk action. The number of boundary counterterms equals the number of total derivatives one could construct in the bulk using positive powers of two derivatives of the longitudinal mode of the massive graviton.