The immense majority of patients with chronic headaches can be controlled with medical treatments. However, there is a subset of them with poor response, and it is for those patients that new therapeutic strategies are being designed. Neuromodulation has been used for chronic pain management in many areas for the past 50 years. The application of these techniques to the treatment of the most refractory chronic headache disorders has offered hope to these patients. There is a large variety of different techniques, each of them particularly suitable to specific types of chronic headaches. The surgically implanted devices are still in use in some particularly recalcitrant cases. Nevertheless, new percutaneous devices allow new treatment strategies. Percutaneous devices do not always show the same effectivity as surgically implanted stimulating devices, but they are user friendly and have no serious adverse effects. Thus, they are becoming the treatment of choice once the pharmacological means are no longer effective. In case of failure, the surgical procedures would still be available as a last resort.