In routine clinical practice, the question whether instrumental examinations of patients with headaches should be carried out, is not always easy. If secondary headaches are suspected, with atypical presentation and focal neurological signs or symptoms, magnetic resonance imaging (MRI) may be indicated. In primary headaches, such as migraine, tension headache or trigemino-autonomic headaches, no further diagnostic procedures are warranted, as long as the clinical presentation is typical (i.e. corresponds to the International Headache Society guidelines) and neurological examination is normal. This article reviews the evidence from the literature and recommendations of European and American task forces regarding the use of instrumental examinations in case of non-acute primary headache.