Headache is a significant and debilitating health problem, affecting more than half of the population worldwide. Migraine is a type of headache that is strongly associated with women and accounts for the high number of years lived with disability among women. The pathophysiology of migraine attacks may begin with a premonitory phase, followed by an aura phase and migraine headache. In women, many factors influence the prevalence of migraine, and sex hormone fluctuations around the menstruation cycle were believed to impact the pathogenesis of migraine. The International Classification of Headache Disorders, 3rd edition identifies menstrual migraine as pure menstrual migraine without aura and menstrually related migraine without aura. While migraine without aura (MwoA) was clearly associated with menstruation, migraine with aura (MwA) was generally unrelated to menstruation. Studies suggested that estrogen withdrawal is a trigger for MwoA, but high estrogen states are a trigger for MwA. During pregnancy, the increase in estrogen hypothetically prevents migraine attacks. There are several strategies for managing menstrual migraine, from acute/abortive, mini-preventive, and continuous preventive treatment. Managing migraine during pregnancy follows a similar strategy, but the drugs' safety profile should be considered.