Non-invasive neuromodulation therapies for migraine and cluster headache are a practical and safe alternative to pharmacologics. Comparisons of these therapies are difficult because of the heterogeneity in study designs. In this systematic review of clinical trials, the scientific rigour and clinical relevance of the available data were assessed to inform clinical decisions about non-invasive neuromodulation. PubMed, Cochrane Library and ClinicalTrials.gov databases and the WHO's International Clinical Trials Registry Platform were searched for relevant clinical studies of non-invasive neuromodulation devices for migraine and cluster headache (1 January 1990 to 31 January 2018), and 71 were identified. This analysis compared study designs using recommendations of the International Headache Society for pharmacological clinical trials, the only available guidelines for migraine and cluster headache. Non-invasive vagus nerve stimulation (nVNS), single-transcranial magnetic stimulation and external trigeminal nerve stimulation (all with regulatory clearance) were well studied compared with the other devices, for which studies frequently lacked proper blinding, sham controls and sufficient population sizes. nVNS studies demonstrated the most consistent adherence to available guidelines. Studies of all neuromodulation devices should strive to achieve the same high level of scientific rigour to allow for proper comparison across devices. Device-specific guidelines for migraine and cluster headache will be soon available, but adherence to current guidelines for pharmacological trials will remain a key consideration for investigators and clinicians.