Migraine and tension-type headache (TTH) are among the most common causes of disability worldwide, as defined by the International Classification of Headache Disorders. In fact, headache is associated with significant medical costs, significant socio-economic impact, and reduced quality of life, being ranked as the second most prevalent health condition worldwide in 2010. The pharmacological approach is one of the first-line treatments within the international guidelines for the treatment of primary headaches. However, guidelines already implement non-pharmacological modalities such as exercise or manual therapy (MT) in the management of primary headaches as main treatments within physiotherapy practice. Manual therapy has shown positive effects on modulating the frequency, intensity and disability of headache. However, manual therapy covers a wide variety of techniques and there is no clear evidence that one technique is superior to another. In most studies, groups who underwent a multimodal approach, based on a combination of manual therapy, therapeutic exercise and education, showed greater improvements than those who had received the individual therapies. Future reviews or studies should therefore evaluate the effects of a multimodal approach that includes these three modalities.