In recent years, it has become common practice, in the treatment of headache, to use alternative methods, both alone and in association with drug therapies. Alternative therapies would appear to be more indicated in certain subjects: patients opposed to pharmacological treatments, those showing low tolerance of drugs or with a history of drug abuse, and those presenting medical contraindications or poor response to certain drugs. Numerous studies of alternative therapies have been published and here we review the literature data on the topic, considering in particular the accuracy of the various study methods in evaluating the effectiveness of the different therapies and their specificity for the different forms of headache. Specialists involved in the assessment and care of headache patients should strive to increase their knowledge of alternative therapies, so as to be better equipped to guide patients towards safe, economical and potentially effective treatments, rather than useless, costly or dangerous ones.