Breo iSee360, while not designed for headaches per se, helps mitigate some of the pain associated with this. Migraines and headaches frequently radiate pain from behind the eyes and eyebrow area. This massager has a pressure system that squeezes this area and creates relief. Even if you don't have a headache, it's a nice massage for tired eyes that have been looking at a computer screen, studying, or driving all day for instance.
Various options on the remote allow you to control the sensation. It vibrates in different patterns as an option, but personally I like the pressure more. Compression air bags that fill up and apply pressure to your forehead, temples and eyes and that is very soothing when you have a headache, sinus cold, or just plain tired eyes. You can add heat, but I found it didn't get hot enough on my unit to really matter to me--I'm used to those ceramic heating pads that get very very hot, so maybe that's why. Also, it would be nice if the padding that goes on your eyes had some sort of soft fabric. It's not, which is actually nice for cleaning, but I like softness there, so I just wear my silk eye mask with it and that works great.
There is a built in sound system so that you can listen to soothing sounds like the ocean, rainfall, birds, etc. I'm a fan of white noise, and just the sound of the machine is fine with me, drowning out peripheral noise. If you don't care for that, the optional soundscapes will mask it and it comes with earphones. The remote controls the sound, temperature, vibration modes, pressure, and length of time per session. You can go five, ten or fifteen minutes at a time.
The Breo iSee360 is very straightforward and easy to use. You can either use batteries or plug it into the wall and both batteries and the ac adapter plug are included in the box. I think this would make a thoughtful gift (Valentine's Day is coming up) or a comforting addition to your home. It's cheaper than one trip to the massage therapist and available to you 24/7. Find it HERE and on sites like Amazon.com.