Primary headache disorders are common, but many patients are refractory to medical treatment. Percutaneous electrical nerve stimulation (PENS) therapy involves the stimulation of one or more individual nerves or dermatomes using needle probes. We assessed whether a 'single shot with single probe' strategy would benefit patients with refractory headache disorders, including chronic migraine (CM), and chronic cluster headache (CCH). Service evaluation of 36 patients treated with PENS therapy between September 2012 and June 2016. Follow-up data were available for 33 patients, of whom 16 had CM, nine had CCH, and six had secondary headache disorders. PENS was given using Algotec disposable 21 gauge PENS therapy probes (8 cm) to the occipital nerve ipsilateral to the pain (or bilaterally in cases of bilateral pain). Stimulation was delivered at 2 Hz/100 Hz, at 3 cycles/s, between 1.2 and 2.5 V depending on patient tolerability, for 25-28 min. Six of nine patients with CCH improved significantly after the first session. In all patients with CCH, PENS therapy was well tolerated, with no significant adverse events reported. One patient with CCH reverted to episodic cluster. Only four patients with CM experienced any benefit. PENS therapy shows potential as a relatively non-invasive, low-risk, and inexpensive component of the treatment options for refractory primary headache disorders, particularly CCH.