This review considers the history of drug development in primary headaches and discusses challenges to the discovery of innovative headache therapeutics. Advances in headache genetics have yet to translate to new classes of therapeutics and there are currently no clear predictive human biomarkers for any of the primary headaches that can guide preventative drug discovery and development. Primary headache disorder subtypes despite common phenotypic presentation are undoubtedly heterogeneous in their pathophysiology as judged by the variability of response to headache medicines. Sub-classification of headache subtypes into more homogenous and specific phenotypes groups may facilitate genotyping and provide sentinel patient groups that can be used in a mechanism specific manner to test new and more personalized treatment strategies in headache medicine. The development of the triptan class of serotonin 5-HT1B/1D/1F receptor agonists has advanced our understanding of the neurobiology of migraine pain, which subsequently resulted in the development of calcitonin gene-related peptide (CGRP) modulators that are now showing promise as acute and preventative anti-migraine agents. Despite these successes, there have been many near misses and failures in the discovery and development of headache therapeutics. Glutamate receptor antagonism whilst efficacious has central side effects and some approaches such as nitric oxide synthase inhibition, substance P antagonism and cortical spreading depression blockade, despite having promising effects in basic pain models, have not delivered efficacy in the clinic. Future efforts may triage novel physiological mediators using human experimental models of headache pain to support drug discovery strategies that target active pathways pharmacologically.