Background: Chronic migraine (CM) is a disabling and hard-to-treat condition, associated with high disability and high cost. Among the preventive treatments, botulinum toxin A (BoNT-a) and monoclonal antibodies against the calcitonin gene-related protein (anti-CGRP mAbs) are the only disease-specific ones. The assessment of the disease burden is complex, and among others, tools such as the allodynia symptoms checklist (ASC-12) and headache impact test (HIT-6) are very useful. This exploratory study analysed the impact of these two therapies on migraine burden. Methods: The RAMO study was a multicentre, observational, retrospective investigation conducted in two headache centres: the Fondazione IRCCS Istituto Neurologico Carlo Besta (Milan) and the Fondazione Policlinico Campus Bio-Medico (Rome). This study involved patients with chronic migraine treated with mAbs or BoNT-A. We conducted a subgroup exploratory analysis on HIT-6 and ASC-12 scores in the two groups. The Wilcoxon rank-sum test, Fisher’s exact test, and ANOVA were performed. Results: Of 126 patients, 36 on mAbs and 90 on BoNT-A had at least one available follow-up. mAbs resulted in a mean reduction of −11.1 and −11.4 points, respectively, in the HIT-6 at 6 and 12 months, while BoNT-A was reduced −3.2 and −3.6 points, respectively; the mAbs arm resulted in mean reductions in ASC-12 at 6 and 12 months of follow-up of −5.2 and −6.0 points, respectively, while BoNT-A showed lesser mean changes of −0.5 and −0.9 points, respectively. The adjusted analysis confirmed our results. Conclusions: In this exploratory analysis, anti-CGRP mAbs showed superior effectiveness for HIT-6 and ASC12 compared to BoNT-A. Reductions in terms of month headache days (MHD), migraine disability assessment test (MIDAS), and migraine acute medications (MAM) were clinically relevant for both treatments.