Drug refractory headaches constitute an important cause of social life disability; when a lack of responsiveness to conservative treatments is ascertained for these pathological conditions, surgical options are considered. Several lines of evidence exist to assert that the neuromodulation procedures available so far are safe and effective in a large amount of patients for the treatment of different types of severe primary and secondary headaches. Central (deep-brain stimulation, DBS) and peripheral [vagus nerve stimulation (VNS), occipital nerve stimulation (ONS), subcutaneous trigeminal stimulation] neuromodulation procedures are here reviewed as reported in literature along with the experience of our Institute.