Primary headache disorders are generally characterized by the pain, time course, and associated symptoms of their attacks, but often are accompanied by milder interictal pain. Patients with chronic migraine, chronic tension-type headache, hemicrania continua, and new daily-persistent headache have constant pain more often than not. Patients with trigeminal autonomic cephalalgias such as cluster headache commonly have interictal pain as well, usually much milder and unilateral to the side of attacks. Even those with rare headache types, including hypnic headache and trigeminal neuralgia, commonly have interictal pain. This review describes the incidence of interictal pain in primary headache disorders and suggests the significance and biological meanings of this pain.