Central nervous system (CNS) dysfunction is thought to be pivotal in migraine, and could occur at several levels: the brain (the cortex and its connections with subcortical nuclei), the brainstem, and even peripheral structures (e.g., trigeminal ganglion and nerve). As it is particularly suited to functional evaluation of various components of the nervous system, neurophysiological testing has become a valuable tool for investigating migraine pathophysiology and the effects of pharmacological treatment. However it has limited value for migraine diagnosis because of a high interindividual variability. In this chapter, we critically review and summarize the available published literature on neurophysiological approaches in migraine, i.e., electroencephalography, evoked and event-related potentials, transcranial magnetic stimulation (TMS), electromyography, and cerebellar testing. The most relevant techniques for understanding migraine pathophysiological mechanisms are highlighted.