The pathogenesis of migraine is still unclear, but much evidence led us hypothesize that it can be associated with immune system modification, so that a role for cytokines has been suggested. Cytokines are important mediators of the immune and inflammatory pathways and their receptors are widely express in central nervous system (CNS) by all cell types, including neurons, indicating that they can act on neuronal receptors. Cytokines are now considered to be the pain mediators in neurovascular inflammation. Furthermore cytokines may be a cause of the migraine pain: in fact an high levels of chemokines could stimulate the activation of trigeminal nerves, the release of vasoactive peptides or other biochemical mediators, such as nitric oxide, and then to cause inflammation. In this scenario, many studies on humans have focused the attention on peripheral and central levels of cytokines, but data obtained are highly controversial. Since at the moment there is not a conclusive evidence of the role played by cytokines in migraine, the authors present and comment the latest reports regarding cytokine modification and the role of the immune system in migraine.