Primary headaches are underdiagnosed and undertreated in patients with multiple sclerosis (MS). The aim of our study was to investigate the possibility of using the ID migraine™ (ID-M) questionnaire to make a first-line diagnosis of migraine in subjects affected by MS. We consecutively recruited 144 patients regularly attending the MS Centre of S. Andrea Hospital in Rome. Results from ID-M were matched with diagnoses of a blind neurologist. According to the ICHD-II criteria, 77 (53.5%) patients were diagnosed as suffering from migraine. ID-M showed high sensitivity (91%) and specificity (94%) in identifying patients with migraine. ID-M was also able to discriminate patients affected by headache following interferon beta therapy, having only the 10% out of these patients a positive ID-M. The use of the ID-M as a screening test is warranted not only in the epidemiological research, but also to ensure a better clinical management of patients with MS.