Headache is an extremely common symptom of the general outpatient department and also the headache clinic, with prevalence of 48.9% in the general population. None has ever experienced headache in life time. Headache is seen in 1 patient out of 10 general practitioner (GP) consultations, 1 referral out of 3 is headache in neurology OPD, and 1 in 5 of all emergency medical admissions. Of all headaches, around 98% constitute primary headache: migraine without aura, tension headache, and cluster headache. With advancement in various drug modalities, certain headache forms respond less well to the regular approved medications, and some headaches are complicated by the analgesic itself. Steroids have been tried in many subtypes of headache, especially in primary forms of headache with dysautonomia, headache with trigeminal pathway activation and disinhibition, and in certain medication-culprit headaches. This subgroup of headaches is almost a challenge in an emergency for the headache expert as well. So, we need to assess the role of steroids in less well-responsive headaches. Current reviewed evidence on the role of steroids in primary headache suggests that steroids have a role in status migrainosus and medication overuse headache when used in the mentioned and monitored manner. Consideration and further exploration of its role in other primary headaches may reveal insight into steroid efficacy as a treatment modality in various subtypes of headache. Steroids, when used cautiously in specifically selected primary headaches under supervision, proved miraculous where other modalities failed.