New daily persistent headache (NDPH) presents with a sudden onset headache which continues without remission within 24 h. Although rare, NDPH is important because it is one of the most treatment refractory primary headache disorders and can be highly disabling to the individuals. In this structured review, we describe the current knowledge of epidemiology, clinical features, trigger factors, pathophysiology, diagnosis and therapeutic options of NDPH to better understand this enigmatic disorder. The prevalence of NDPH estimated to be 0.03% to 0.1% in the general population and is higher in children and adolescents than in adults. Individuals with NDPH can pinpoint the exact date their headache started. The pain is constant and lacks special characteristics but in some has migraine features. The exact pathogenic mechanism of NDPH is unknown, however pro-inflammatory cytokines and cervicogenic problems might play a role in its development. The diagnosis of NDPH is mainly clinical and based on a typical history, but proper laboratory investigation is needed to exclude secondary causes of headache. Regarding treatment strategy, controlled drug trials are absent. It is probably best to treat NDPH based upon the predominant headache phenotype. For patients who do not respond to common prophylactic drugs, ketamine infusion, onabotulinum toxin type A, intravenous (IV) lidocaine, IV methylprednisolone and nerve blockade are possible treatment options, but even aggressive treatment is usually ineffective.