The goal of this narrative review was to give an up-to-date overview of the peripheral and central neurostimulation methods that can be used to treat chronic pain. Special focus has been given to three pain conditions: neuropathic pain, nociplastic pain and primary headaches. Both non-invasive and invasive techniques are briefly presented together with their pain relief potentials. For non-invasive stimulation techniques, data concerning transcutaneous electrical nerve stimulation (TENS), transcranial direct current stimulation (tDCS), repetitive transcranial magnetic stimulation (rTMS), remote electrical neuromodulation (REN) and vagus nerve stimulation (VNS) are provided. Concerning invasive stimulation techniques, occipital nerve stimulation (ONS), vagus nerve stimulation (VNS), epidural motor cortex stimulation (EMCS), spinal cord stimulation (SCS) and deep brain stimulation (DBS) are presented. The action mode of all these techniques is only partly understood but can be very different from one technique to the other. Patients' selection is still a challenge. Recent consensus-based guidelines for clinical practice are presented when available. The development of closed-loop devices could be of interest in the future, although the clinical benefit over open loop is not proven yet.