Headache disorders, described as early as 3000 BC, represent both a treatment challenge and a serious public health concern, with impact on the individual and society. Existing research in primary headache syndromes (not being caused by any underlying problem) focuses mainly on pain mechanisms. However, the painful symptomatology is the main encounter for the decreased quality of life and discomfort, the vegetative manifestations that frequently accompany the cephalalgic syndromes represent an important source of distress. Despite the advancement of the understanding of the molecular basis of headache disorders and neurovascular complex interactions, there is still lack of a cohesive understanding of the neurovegetative modulation in different types of primary cephalalgic syndromes. The aim of this chapter is to present an overview of the neurochemical mechanisms and pathways, which subtend dysautonomic manifestations in headache.