Headache is a common neurological referral and a frequent cause for acute hospital admissions. Despite peripheral nerve blocks being widely used in headache and pain services to treat patients with headache disorders, there is no readily accessible resource with instructions for the delivery of peripheral nerve blocks. Here we provide a practical approach for administering peripheral nerve blocks and cover the current evidence base for such procedures in different headache disorders. We provide instructions and an audiovisual guide for administering greater and lesser occipital, supratrochlear, supraorbital and auriculotemporal nerves blocks, and give information on their adverse effects and potential complications. This information will provide a reference for headache practitioners when giving peripheral nerve blocks safely to people with headache.