Genetic studies have clearly shown that primary headaches (migraine, tension-type headache and cluster headache) are multifactorial disorders characterized by a complex interaction between different genes and environmental factors. Genetic association studies have highlighted a potential role in the etiopathogenesis of these disorders for several genes related to vascular, neuronal and neuroendocrine functions. A potential role as a therapeutic target is now emerging for some of these genes. The main purpose of this review is to describe new advances in our knowledge regarding the role of MTHFR, KCNK18, TRPV1, TRPV3 and HCRTR genes in primary headache disorders. Involvement of these genes in primary headaches, as well as their potential role in the therapy of these disorders, will be discussed.