Headaches are among the most prevalent and disabling neurologic disorders and there are several unmet needs as current pharmacological options are inadequate in treating patients with chronic headache, and a growing interest focuses on nutritional approaches as non-pharmacological treatments. Among these, the largest body of evidence supports the use of the ketogenic diet (KD). Exactly 100 years ago, KD was first used to treat drug-resistant epilepsy, but subsequent applications of this diet also involved other neurological disorders. Evidence of KD effectiveness in migraine emerged in 1928, but in the last several year’s different groups of researchers and clinicians began utilizing this therapeutic option to treat patients with drug-resistant migraine, cluster headache, and/or headache comorbid with metabolic syndrome. Here we describe the existing evidence supporting the potential benefits of KDs in the management of headaches, explore the potential mechanisms of action involved in the efficacy in-depth, and synthesize results of working meetings of an Italian panel of experts on this topic. The aim of the working group was to create a clinical recommendation on indications and optimal clinical practice to treat patients with headaches using KDs. The results we present here are designed to advance the knowledge and application of KDs in the treatment of headaches.