As-salaam 'Alaykum:
According to the Sunnah of our prophet(saw), it is better to perform the cupping (or Hijama).
It was narrated by Salma -may Allah be pleased with her- that the servant of the Messenger of Allah (saw) said:
" Whenever someone would complain of a headache to the Messenger of Allaah (Sallallaahu Álayhi Wasallam), he (Sallallaahu Álayhi Wasallam) would advise them to perform cupping." [Saheeh Sunan Abi Dawud (3858)].
And it is the process of applying cups to various points on the body by removing the air inside the cups to form a vacuum, and there are three types:
Dry cupping (hijama) : it is the process of using a vacuum on different areas of the body in order to gather the blood in that area without incisions (small, light scratches using a razor).
Dry massage cupping (hijama) : it is similar to dry cupping (hijama) but olive oil is applied to the skin (before applying the cups) in order to allow easy movement of the cups.
Wet cupping (hijama) : it is the process of using a vacuum at different points on the body but with incisions in order to remove 'harmful' blood which lies just beneath the surface of the skin.
According to the sunnah of our prophet (saw), Cupping (hijama) is a cure for every disease if performed in its correct time. The Messenger (saw) said, "Indeed in cupping (hijama) there is a cure." [Saheeh Muslim (5706)], and he said:
"Whoever performs cupping (hijama) on the 17th, 19th or 21st day (of the Islamic month) then it is a cure for every disease." [Saheeh Sunan Abi Dawud (3861)].
Now then, head cupping clears-up the blockages of blood vessels caused by blood stasis and relieves pressure in the brain which contribute to migraine headaches. In most cases, it may be possible to cup the head points,without the need to shave the hair on the head first.
والله اعلم