Neuromodulation is an emerging area in headache management. Through neurostimulation, multiple brain areas can be modulated to alleviate pain, hence reducing the pharmacological need. In this review, we discuss the recent development of the vagus nerve stimulation (VNS) for headache management. Early case series from epilepsy and depression cohorts using invasive VNS showed a serendipitous reduction in headache frequency and/or severity. Noninvasive VNS (nVNS), which stimulates the carotid vagus nerve with the use of a personal handheld device, also demonstrated efficacy for acute migraine or cluster headache attacks. Long‐term use of nVNS seemed to exert a prophylactic effect for both chronic migraine and chronic cluster headache. In animal studies, nVNS modulated multiple pain pathways and even lessen cortical spreading depression. Progression in nVNS clinical efficacy over time suggests an underlying disease‐modifying neuromodulation. Noninvasive VNS appears to be as effective as the invasive counterpart for many indications. With an enormous potential therapeutic gain and a high safety profile, further development and application of nVNS is promising.