A battery-operated transcutaneous electrical nerve stimulator (TENS) to treat headache pain in an abortive and/or preventive manner. The TENS unit and its electrodes are built into a unitary device which facilitates a self-administered treatment. In some embodiments, the pulses are monophasic. In other embodiments, pairs of biphasic pulses are provided, wherein each pair of biphasic pulses includes a first pulse having a first polarity separated by a gap in time from a second pulsed having an opposite polarity. In some embodiments, each pulse in each biphasic pair is of a duration equal to that of the other pulse of the pair. In some embodiments, the duration of each pulse is between about 50 microseconds and about 400 microseconds, and the gap in time between pulses of a pair is between about 50 and 100 microseconds.