The incidence and prevalence of migraine are three times higher in women than in men. Clinical and epidemiological studies suggest a prominent role for sex hormones in female migraine patients. Menstruation is an important factor increasing the susceptibility for an upcoming attack. Hormonal fluctuations during menopausal transition are also associated with increased susceptibility for migraine. In contrast, pregnancy, lactation and postmenopausal status are associated with an improvement in migraine. Furthermore, migraine attacks during menstruation are known to be more severe, longer lasting and more difficult to treat. Currently, there is no evidence-based method to intervene with sex hormones for the treatment of migraine in women.