This paper reviews sex-related differences in migraine epidemiology, symptoms, natural history and co-morbid disorders. Migraine is more than twice as common in females as in males, and women experience more frequent, longer lasting and more painful attacks, have more disability and a risk of transition from episodic to chronic migraine greater than men, but the mechanisms behind these differences are still poorly understood. The role of sex hormones, genes, and the differences in brain function and structure are discussed. Finally, we evaluate the many gender-related questions about treatment of migraine in women. In future research data should be analyzed separately for men and women to ensure that differences between the sexes could be identified.