Background In many patients suffering from primary headaches, the available pharmacological and behavioural treatments are not satisfactory. This is a review of (minimally) invasive interventions targeting pericranial nerves that could be effective in refractory patients. Methods The interventions we will cover have in common pericranial nerves as targets, but are distinct according to their rationale, modality and invasiveness. They range from nerve blocks/infiltrations to the percutaneous implantation of neurostimulators and surgical decompression procedures. We have critically analysed the published data (PubMed) on their effectiveness and tolerability. Results and conclusions There is clear evidence for a preventative effect of suboccipital injections of local anaesthetics and/or steroids in cluster headache, while evidence for such an effect is weak in migraine. Percutaneous occipital nerve stimulation (ONS) provides significant long-term relief in more than half of drug-resistant chronic cluster headache patients, but no sham-controlled trial has tested this. The evidence that ONS has lasting beneficial effects in chronic migraine is at best equivocal. Suboccipital infiltrations are quasi-devoid of side effects, while ONS is endowed with numerous, though reversible, adverse events. Claims that surgical decompression of multiple pericranial nerves is effective in migraine are not substantiated by large, rigorous, randomized and sham-controlled trials.