Headache is a ubiquitous presentation encountered in a neurologist’s daily practice. Most patients are diagnosed to have a primary headache disorder, commonly migraine, tension type or cervicogenic headache. Although there are several acute and preventive treatments for headache including advanced therapies such as monoclonal antibodies and device therapy, there is a trend to use complementary and alternative medicine (CAM) by most patients. This is more so in countries which have cost limitations to newer medications and where therapy is influenced by local culture. This review summarizes available literature from Asia on the use of CAM for headaches. Acupuncture, yoga, tai chi and herbal remedies were believed to be beneficial in migraine prevention while application of medicated oils is believed to be effective in relieving acute migraine attacks. In addition, mind-body relaxation techniques may be beneficial in relief of tension type headaches. Apart from migraine, cervicogenic headaches can be effectively treated with chiropractic manipulation. Ayurveda, supplements, cupping and hirudotherapy have also been listed as being beneficial. The quality of evidence for all the above is, however, low and patients should be made aware of the potential risks of these therapies as well.