Migraine is a common neurological disorder with a diverse clinical phenotype that comprises more than just head pain. Premonitory (prodromal) symptoms can start hours to days before the onset of a migraine headache and can predict its onset in some individuals. Such symptomatology can include lethargy, yawning, light and sound sensitivity, thirst and cravings. This earliest phase of the migraine attack provides valuable insights into the neurobiology of the disorder, furthering our understanding of how and why these phenotypically heterogeneous symptoms are mediated. Improvements in our understanding of migraine could provide novel therapeutic opportunities, with the possibility of closing the therapeutic gap that remains owing to a lack of sufficiently effective and well-tolerated acute and preventive treatments. Improved understanding of disease mechanisms and potential therapeutic targets through bench-to-bedside research into the premonitory phase is an exciting and emerging means of achieving this aim going forward. In this Review, we discuss the current evidence in the literature in relation to the phenotype and mediation of premonitory symptoms in migraine, and discuss the neurobiological insights gained from these studies.