Despite being born at Dragonstone in Westeros, Aegon the Conqueror's house came from Valyria along with their dragons. Valyria at that time was a hot place for magic, spells and dragon-riders. The dragon lords used magic to control dragons among other things. It is speculated that over-use of magic may have been the main cause for the doom of Valyria.
DaenarysDaenerys however doesn't know the old Valyrian magic, nor have a way to acquire such information. Also, she sees the dragons as her children; she is hesitant to use such measures. This may change this over time.
In "A Dance With Dragons", Euron Greyjoy claims to possess a horn from the Valyrian Wastelands that controls the dragons. We can only wait for the book/show to elaborate more such relics.