Cerebral blood vessels are innervated by sensory nerves that store several neurotransmitters among which calcitonin gene-related peptide (CGRP) is the most abundant. In primary headaches, there is a clear association between the head pain and the release of CGRP. In cluster headache there is an additional release of vasoactive intestinal peptide (VIP). In connection with administration of triptans, the headache subsides and the neuropeptide release normalises, in part via a presynaptic effect. In subarachnoid hemorrhage (SAH), CGRP is released to counterbalance the blood-induced vasospasm. In severe cases, the stored CGRP may be exhausted while infusion of CGRP may limit cerebral vasospasm. Thus, interactions with the trigeminovascular system at CGRP receptors may be a useful target for understanding of cerebrovascular disease and to design novel treatments.