Intractable chronic headaches are a major challenge for both patients and healthcare professionals. Over the last two decades, implantable electrical neuromodulators, previously established to manage other forms of chronic pain, have been used increasingly for intractable primary and secondary headache disorders. We review the current approaches to the management of refractory headaches using neuromodulation. Indications, operative considerations and complications are discussed based on our experience and a review of the literature. The field of neuromodulation has been rapidly advancing, with many new targets being discovered and novel devices being developed for treating craniofacial pain. We discuss some of these targets, detailing the latest advances in the area of neuromodulation for intractable headaches.