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Nutraceutical, biobehavioral, and physical treatments, including complementary and alternative medicines, may benefit patients with migraine and other headache disorders. This article summarizes the evidence for the use of these therapies with discussion on evidence quality and product controversies.The evidence for the use of nutraceuticals is low or conflicting. For migraine prevention in adults, Level B evidence, at best, exists for the use of feverfew, magnesium, and riboflavin (vitamin B2). Level C evidence exists for coenzyme Q10 (CoQ10) and Level U evidence for melatonin. While Level A evidence exists for the use of Petasites, caution should be exercised given the potential for hepatic toxicity. The evidence level for IV magnesium for acute migraine treatment is B or U, depending on the interpretation of the existing literature. The evidence level for adding biobehavioral adjunctive treatment for headache management is A. The evidence level for exercise in reducing migraine is B-C.Strong evidence supports behavioral therapy as adjunctive treatment for migraine prevention. Modest evidence exists for exercise and a variety of nutraceuticals for migraine prevention in adults and IV magnesium for acute migraine therapy. In children and adolescents, the evidence is low for all nutraceuticals. Petasites has been associated with hepatic toxicity, and caution should be exercised regarding its use.