Paroxysmal hemicrania and hemicrania continua are both indomethacin-responsive headaches. Although indomethacin use to be well tolerated, some patients developed gastrointestinal side effects. We report four cases of hemicrania continua and a patient suffering chronic paroxysmal hemicrania completely responsive to celecoxib. In our experience celecoxib is a good option treatment for patients suffering from hemicrania continua or chronic paroxysmal hemicranea that presents indomethacin adverse effects.