Background Non-invasive vagus nerve stimulation has initial evidence of efficacy in migraine and cluster headache. However, little is known about its role in the management of refractory chronic headaches. Methods We evaluated the preventive and abortive effects of non-invasive vagus nerve stimulation in 41 consecutive patients with refractory primary chronic headaches in an open-label prospective clinical audit. Headache diaries were used to collect clinical information. Those who obtained at least 30% reduction in headache days/episodes after three months of treatment were considered responders and were offered treatment continuation. Results Twenty-three patients with chronic migraine, 12 with chronic cluster headache, four with hemicrania continua and two with short-lasting unilateral neuralgiform headache attacks with autonomic symptoms (SUNA) were treated. Two of 23 chronic migraine patients, one of 12 chronic cluster headache patients, and two of four hemicrania continua patients were considered responders. None of the patients with SUNA benefited from the therapy. Two chronic migraine patients were able to reduce the pain severity of moderate migraines with non-invasive vagus nerve stimulation. Conclusion Non-invasive vagus nerve stimulation may not constitute an effective acute nor preventive treatment in refractory chronic primary headaches. The encouraging effect in hemicrania continua warrants further evaluation in larger studies.