Migraine is prevalent in women during the fertile age. Indeed, both neuroendocrine events related to reproductive stages (menarche, pregnancy, and menopause) and menstrual cyclicity and the use of exogenous sex hormones, such as hormonal contraception and replacement therapy, may cause significant changes in the clinical pattern of migraine. Menstrual migraine may be more severe, long-lasting, and refractory to both acute and prophylactic treatment and, therefore, requires tailored strategies. The use of headache diaries, which makes it possible to record prospectively the characteristics of every attack, is of paramount importance for evaluating the time pattern of headache and for identifying a clear link with menstrual cycle-related features. Estrogen variations are highly implicated in modulating the threshold to challenges by altering neuronal excitability, cerebral vasoactivity, pain sensitivity, and neuroendocrine axes throughout the menstrual cycle and not only at the time of menstruation. On the other hand, estrogen withdrawal may really constitute a triggering factor for migraine in women with peculiar characteristics of vulnerability with menstruation or following the discontinuation of exogenous estrogen, as happens with hormonal contraception during the fertile age or with hormone therapy at menopause. In addition, exogenous estrogen may contribute to the occurrence of neurological symptoms, such as aura. When aura occurs, hormonal treatment should be discontinued.