A system for alleviating occipital neuralgia. The system has a needle probe having at least one needle. The at least one needle has a proximal end, a distal end, and a needle lumen therebetween, the needle configured for insertion proximate to a location of the occipital nerve. A cooling fluid supply lumen extends distally within the needle lumen to a distal portion of the needle lumen. A cooling fluid source is coupled to the cooling fluid supply lumen to direct cooling fluid flow into the needle lumen. A controller that has at least one processor configured implements an occipital neuralgia treatment algorithm for controlling the cooling fluid source so that liquid from the cooling flow vaporizes within the needle lumen to provide a treatment phase to location of the occipital nerve such that the occipital neuralgia is mitigated.