Migraine headache is a significant health problem affecting women more than men. In women, the hormonal fluctuations seen during pregnancy and lactation can affect migraine frequency and magnitude. Understanding the evaluation of headache in pregnancy is important, especially given the increased risk of secondary headache conditions. Pregnancy and lactation can complicate treatment options for women with migraine because of the risk of certain medications to the fetus. This review includes details of the workup and then provides treatment options for migraine during pregnancy and lactation.