Headaches, including primary headaches such as migraine and tension-type headache, are a common clinical problem. Complementary and integrative medicine (CIM), formerly known as complementary and alternative medicine (CAM), uses evidence informed modalities to assist in the health and healing of patients. CIM commonly includes the use of nutrition, movement practices, manual therapy, traditional Chinese medicine, and mind-body strategies. This review summarizes the literature on the use of CIM for primary headache and is based on five meta-analyses, seven systematic reviews, and 34 randomized controlled trials (RCTs). The overall quality of the evidence for CIM in headache management is generally low and occasionally moderate. Available evidence suggests that traditional Chinese medicine including acupuncture, massage, yoga, biofeedback, and meditation have a positive effect on migraine and tension headaches. Spinal manipulation, chiropractic care, some supplements and botanicals, diet alteration, and hydrotherapy may also be beneficial in migraine headache. CIM has not been studied or it is not effective for cluster headache. Further research is needed to determine the most effective role for CIM in patients with headache.