Migraine can be sub-classified not only according to presence of migraine aura (MA) or absence of migraine aura (MO), but also by additional features accompanying migraine attacks, e.g. photophobia, phonophobia, nausea, etc. all of which are formally recognized by the International Classification of Headache Disorders. It remains unclear how aura status and the other migraine features may be related to underlying migraine pathophysiology. Recent genome-wide association studies (GWAS) have identified 12 independent loci at which single nucleotide polymorphisms (SNPs) are associated with migraine. Using a likelihood framework, we explored the selective association of these SNPs with migraine, sub-classified according to aura status and the other features in a large population-based cohort of women including 3,003 active migraineurs and 18,108 free of migraine. Five loci met stringent significance for association with migraine, among which four were selective for sub-classified migraine, including rs11172113 (LRP1) for MO. The number of loci associated with migraine increased to 11 at suggestive significance thresholds, including five additional selective associations for MO but none for MA. No two SNPs showed similar patterns of selective association with migraine characteristics. At one extreme, SNPs rs6790925 (near TGFBR2) and rs2274316 (MEF2D) were not associated with migraine overall, MA, or MO but were selective for migraine sub-classified by the presence of one or more of the additional migraine features. In contrast, SNP rs7577262 (TRPM8) was associated with migraine overall and showed little or no selectivity for any of the migraine characteristics. The results emphasize the multivalent nature of migraine pathophysiology and suggest that a complete understanding of the genetic influence on migraine may benefit from analyses that stratify migraine according to both aura status and the additional diagnostic features used for clinical characterization of migraine.