The peak prevalence of migraine occurs in women of reproductive age, and women experience a higher burden of migraine symptoms and disability compared to men. This increased burden of migraine in women is related to both developmental and temporally variable activational effects of female sex hormones. Changing levels of female sex hormones affect the expression of migraine during pregnancy, and, to a lesser degree, lactation, and are the mechanism underlying menstrual migraine. This review describes the evidence for sex differences in the expression of migraine across the reproductive epoch; reviews the epidemiology of migraine during pregnancy, lactation, and menses; and summarizes the available evidence for safety and efficacy of acute treatments during pregnancy and lactation and for menstrual migraine. Areas of controversy in treatment of migraine during pregnancy, including the use of magnesium, triptans vs butalbital combination medications, and onabotulinum toxin, are also explored.