Purpose of Review There is growing interest in neuromodulation for primary headache conditions. Invasive modalities such as occipital nerve stimulation, deep brain stimulation and sphenopalatine ganglion stimulation are reserved for the most severe and intractable patients. Non-invasive options such as vagal nerve stimulation (nVNS), supraorbital nerve stimulation (nSONS) and transcranial magnetic nerve stimulation (TMS) have all emerged as potentially useful headache treatments. This review examines the evidence base for non-invasive neuromodulation in trigeminal autonomic cephalalgias and migraine. Recent Findings Although a number of open-label series of non-invasive neuromodulation devices have been published, there is very little controlled evidence for their use in any headache condition. Open-label evidence suggests that nVNS may have a role in the prophylactic treatment of cluster headache and there is limited evidence to suggest it may be useful in the acute treatment of cluster and potentially migraine attacks. There is limited controlled evidence to suggest a role for nSONS in the prophylactic treatment of episodic migraine but there is no evidence to support its use in cluster headache. TMS may be efficacious in the acute treatment of episodic migraine has no controlled evidence to support its use as a preventative in any headache condition. Summary Non-invasive neuromodulation techniques are an attractive treatment option with excellent safety profiles but their use is not yet supported by high-quality randomised controlled trials.