Migraine headaches have a high prevalence rate in the general population and account for significant morbidity, lost productivity, health care visits, and dollars spent. Increasingly, emerging data show a link between migraine headache, especially migraine headaches with aura, and patent foramen ovale (PFO). Closure of PFO as a cure for migraine headache is a tantalizing idea; this article examines the data supporting that possibility including studies showing improvement in migraine headache after PFO closure and case reports in which migraine headaches worsened after closure of an atrial septal defect.