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Primary headache disorders including migraine, cluster headache, and tension-type headache are among the most common disabling diseases worldwide. The unclear pathogenesis of primary headache disorders has led to high rates of misdiagnosis and limited available treatment options. In this review, we have summarized the pathophysiological factors for a better understanding of primary headache disorders. Advances in functional neuroimaging, genetics, neurophysiology have indicated that cortical hyperexcitability, regional brain dysfunction, central sensitization and neuroplasticity changes play vital roles in the development of primary headache disorders. Moreover, we have also discussed a series of neurostimulation approaches with their stimulation mechanism, safety and efficacy for prevention and treatment of primary headache disorders. Noninvasive or implantable neurostimulation techniques show great promise for treating refractory primary headache disorders.