This dataset includes raw data from the article “Anodal transcranial direct current stimulation in chronic migraine and medication overuse headache: A pilot double-blind randomized sham-controlled trial”. In this study, we enrolled 20 patients with chronic migraine (CM) and medication overuse headache (MOH). They were hospitalized for a 7-day detoxification treatment and were randomly assigned to anodal tDCS or sham stimulation delivered over the primary motor cortex contralateral to the prevalent migraine pain side every day for 5 days. Clinical data were recorded at baseline (T0), after 1 month (T2) and 6 months (T3). EEG recording was performed at T0, at the end of the tDCS/Sham treatment, and at T2. At T2 and T3, we found a significant reduction in monthly migraine days (p = 0.001), which were more pronounced in the tDCS group when compared to the sham group (p = 0.016). At T2, we found a significant increase of alpha rhythm in occipital leads, which was significantly higher in tDCS group when compared to sham group. In conclusion, tDCS showed adjuvant effects to detoxification in the management of patients with CM and MOH. The EEG recording showed a significant potentiation of alpha rhythm, which may represent a correlate of the underlying changes in cortico-thalamic connections.