Devices and methods for electrode implantation. A first embodiment includes an electrode insertion tool adapted to tunnel through tissue and attach, at its distal end, to a lead, such that the lead may be pulled into the tunneled space as the electrode insertion tool is removed. Additional embodiments include methods for inserting electrode/lead assemblies, including a method wherein an insertion tool is first used to tunnel through tissue, then to pull an electrode/lead into the tunneled space. In a further embodiment the insertion tool is next used, with a splittable sheath disposed thereon, to create an additional path into tissue, after which the insertion tool is removed, leaving the sheath in place; a lead is inserted to the sheath, and, finally, the splittable sheath is removed over the lead.