Chronic daily headache (CDH) is a descriptive term that encompasses multiple headache diagnoses and affects approximately 4% of the general adult population. Chronic daily headache results in significant pain and suffering with substantial impact on quality of life, and enormous economic costs to society. Although most patients with primary CDH suffer from chronic migraine or chronic tension-type headache, other primary and secondary headache disorders can also manifest as a CDH syndrome. For CDH management to succeed, secondary headaches need to be ruled out with proper investigations when judged necessary. If the diagnosis of primary CDH is established, diagnosis of the specific CDH subtype is imperative to institute appropriate treatment. The diagnosis and management of distinct CDH entities, chronic migraine, chronic tension-type headache, new daily persistent headache, and hemicrania continua, are the primary forms of CDH and the emphasis of this review. Although, strictly speaking, medication overuse headache is a secondary form of CDH, it is also highlighted in this review given its frequent association with primary CDH.