Lifestyle factors, such as diet and sleep quality, are receiving increasing interest as accessible therapeutic approaches to migraine. The Mediterranean diet (MD) has shown clear benefits in cardiovascular and metabolic diseases, as well as in sleep patterns. Here, our objective was to identify the impact of adherence to the MD and other lifestyle factors on the clinical burden of migraine. For this purpose, we enrolled 170 migraine patients and 100 controls, assessing the clinical disability of headache using standardized clinical scales (HIT-6 and MIDAS) in the migraineur cohort and lifestyle patterns in both groups through the PREDIMED score for MD adherence, the IPAQ scale for physical activity, and BMI. Subjects were also screened for sleep–wake disturbances based on the Pittsburgh Sleep Quality Index (PSQI). We found that migraine patients had lower adherence to the MD compared to the controls and that the HIT-6 scale had a significant negative relationship with MD adherence in patients with high-frequency episodic and chronic migraine. Additionally, in the same migraine patients, the presence of sleep–wake disturbances was correlated with greater migraine disability as assessed by the MIDAS score. In conclusion, this study found that among different lifestyle factors, poor adherence to the MD and the presence of sleep–wake disturbances were closely associated with migraine disability and chronification.