Migraine is a complex neurological disease with a genetic background. Headache is the most prominent and clinically important symptom of migraine but its origin is still enigmatic. Numerous clinical, histochemical, electrophysiological, molecular and genetical approaches form a puzzle of findings that slowly takes shape. The generation of primary headaches like migraine pain seems to be the consequence of multiple pathophysiological changes in meningeal tissues, the trigeminal ganglion, trigeminal brainstem nuclei and descending inhibitory systems, based on specific characteristics of the trigeminovascular system. This contribution reviews the current discussion of where and how the migraine pain may originate and outlines the experimental work to answer these questions.