Electroencephalography (EEG), evoked potentials (EP), and electromyography (EMG) techniques are useful tools in the clinical assessment of headache and in understanding the pathophysiological mechanisms of these pathologies. EEG and EP studies in migraine revealed functional abnormalities in cortical electrical activity and in sensory processing. EMG studies resulted in pain syndromes involving nerves or myofascial structures such as tension-type headache and cluster headache. Moreover, it was possible to test the effect of old and new drugs with the help of these neurophysiological techniques. An updated review is reported of the literature.