Migraine is the most common form of headache disorder globally. The etiology of migraine is multifactorial, with genetic components and environmental interactions considered to be the main causal factors. Some researchers postulate that deficits in mitochondrial energy reserves can cause migraine or an increase in homocysteine levels can lead to migraine attacks; therefore, vitamins could play a vital role in migraine prevention. For instance, riboflavin influences mitochondrial dysfunction and prevents migraine. Genes such as flavoenzyme 5,10-methylenetetrahydrofolate reductase (MTHFR), especially the C677T variant, have been associated with elevated plasma levels of homocysteine and migraine with aura. Homocysteine catalyzation requires the presence of vitamins B6, B12, and folic acid, which can decrease the severity of migraine with aura, making these vitamins potentially useful prophylactic agents for treating migraine with aura. Menstrual migraine, on the other hand, is associated with increased prostaglandin (PG) levels in the endometrium, indicating a role for vitamin E, which is an anti-PG. Vitamin C can also be used as a scavenger of reactive oxygen species for treating neurogenic inflammation in migraine patients. This paper reviews possible therapies based on vitamin supplementation for migraine prophylaxis, focusing on migraine with aura and menstrual migraine.