Most primary headaches can be diagnosed using the history and examination. Judicious use of neuroimaging and other testing, however, is indicated to distinguish primary headaches from the many secondary causes that may share similar features. This article evaluates the reasons for diagnostic testing and the use of neuroimaging, electroencephalography, lumbar puncture, and blood testing. The use of diagnostic testing in adults and children who have headaches and a normal neurologic examination, migraine, trigeminal autonomic cephalalgias, hemicrania continua, and new daily persistent headache are reviewed.