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Experimental findings suggest an involvement of neuroinflammatory mechanisms in the pathophysiology of migraine. Specifically, preclinical models of migraine have emphasized the role of neuroinflammation following the activation of the trigeminal pathway at several peripheral and central sites including dural vessels, the trigeminal ganglion, and the trigeminal nucleus caudalis. The evidence of an induction of inflammatory events in migraine pathophysiological mechanisms has prompted researchers to investigate the human leukocyte antigen (HLA) phenotypes as well as cytokine genetic polymorphisms in order to verify their potential relationship with migraine risk and severity. Furthermore, the role of neuroinflammation in migraine seems to be supported by evidence of an increase in pro-inflammatory cytokines, both ictally and interictally, together with the prevalence of Th1 lymphocytes and a reduction in regulatory lymphocyte subsets in peripheral blood of migraineurs. Cytokine profiles of cluster headache (CH) patients and those of tension-type headache patients further suggest an immunological dysregulation in the pathophysiology of these primary headaches, although evidence is weaker than for migraine. The present review summarizes available findings to date from genetic and biomarker studies that have explored the role of inflammation in primary headaches.Experimental evidence from animal models of trigemino-vascular activation suggests a pivotal role for neurogenic inflammation in migraine. The prevalent involvement of pro-inflammatory mediators and specifically cytokines in migraine is strongly supported by data on peripheral blood levels from migraine patients assessed both ictally and interictally. A role of neuroinflammation seems to be plausible also for the pathogenesis of cluster headache, and a lesser extent, of tension-type headache, but, in order to definitely clarify this issue, further studies should be performed in the next years.