The integration of stereoelectroencephalography with therapeutic deep brain stimulation (DBS) holds immense promise as a viable approach for precise treatment of refractory disorders, yet it has not been explored in the domain of headache or pain management. Here, we implanted 14 electrodes in a patient with refractory migraine and integrated clinical assessment and electrophysiological data to investigate personalized targets for refractory headache treatment. Using statistical analyses and cross-validated machine-learning models, we identified high-frequency oscillations in the right nucleus accumbens as a critical headache-related biomarker. Through a systematic bipolar stimulation approach and blinded sham-controlled survey, combined with real-time electrophysiological data, we successfully identified the left dorsal anterior cingulate cortex as the optimal target for the best potential treatment. In this pilot study, the concept of the herein-proposed data-driven approach to optimizing precise and personalized treatment strategies for DBS may create a new frontier in the field of refractory headache and even pain disorders.