Thunderclap headache (TCH) is an excruciating headache characterized by a very sudden onset. Recognition and accurate diagnosis of TCH are important in order to rule out the various, serious underlying brain disorders that, in a high percentage of cases, are the real cause of the headache. Primary TCH, which may recur intermittently and generally has a spontaneous, benign evolution, can thus be diagnosed only when all other potential underlying causes have been excluded through accurate diagnostic work up. In this review, we focus on the management of TCH, paying particular attention to the diagnostic work up and treatment of the condition.