Headache disorders are among the most common and disabling medical conditions worldwide. Pharmacologic acute and preventive treatments are often insufficient and poorly tolerated, and the majority of patients are unable to adhere to their migraine treatments due to these issues. With improvements in our understanding of migraine and cluster headache pathophysiology, neuromodulation devices have been developed as safe and effective acute and preventive treatment options. In this review, we focus on neuromodulation devices that have been studied for migraine and cluster headache, with special attention to those that have gained food and drug administration (FDA) clearance. We will also explore how these devices can be used in patients who might have limited pharmacologic options, including the elderly, children, and pregnant women.