The disclosed devices and methods cool the nasal and/or oral cavity and perioral area, which in turn triggers a positive sensory reflex response to the brain leading to improvement of abnormally regulated cerebral vasomotor (brain arterial) tone which is thought to be the primary trigger factor for migraine headaches. Cooling is applied temporarily (10 to 30 minutes) to the inside of either or both nostrils. In some examples, the device is a single-use cooling “bullet” made from plastic (or other materials), has a conical, egg, nasal, oval, or other suitable shape and fits tightly to the inside of either nostril. The bullet may contain a nontoxic coolant (i.e., propylene glycol), water or other coolant which is kept at a cold state (e.g. 3-6 degrees Celsius below normal body temperature).