Migraine affects women three times more often than it does men, and various mechanisms may explain this incidence, including the key role of female sex hormones. Fluctuations in the levels of these hormones and their feedback control regulate the menstrual cycle, pregnancy, puerperium, perimenopause, and menopause. They can influence the occurrence and severity of migraine throughout the reproductive period. Of particular importance seems to be the perimenopausal period, which is associated with an increase in migraine, especially menstrual migraine, which is considered more disabling and less amenable to treatment than non-menstrual attacks. This article reviews the available evidence documenting the relationship between perimenopause, menopause, and migraine and diagnostic considerations in an attempt to determine the management of these periods of a woman's life. Special considerations, future directions, and unmet needs for perimenopausal and menopausal migraine are also discussed.