The ketogenic diet is a high-fat, low-carbohydrate diet long used to treat refractory epilepsy; ketogenesis (ketone body formation) is a physiological phenomenon also observed in patients following lowcarbohydrate, low-calorie diets prescribed for rapid weight loss. We report the case of a pair of twin sisters, whose high-frequency migraine improved during a ketogenic diet they followed in order to lose weight. The observed time-lock between ketogenesis and migraine improvement provides some insight into how ketones act to improve migraine.