Clinical evidence indicates that female sex steroids may contribute to the high prevalence of migraine in women, as well as changes in the frequency or severity of migraine attacks that are in tandem with various reproductive milestones in women's life. While female sex steroids do not seem to be involved in the pathogenesis of migraine per se, they may modulate several mediators and/or receptor systems via both genomic and non-genomic mechanisms; these actions may be perpetuated at the central nervous system, as well as at the peripheral (neuro)vascular level. For example, female sex steroids have been shown to enhance: (i) neuronal excitability by elevating Ca2+ and decreasing Mg2+ concentrations, an action that may occur with other mechanisms triggering migraine; (ii) the synthesis and release of nitric oxide (NO) and neuropeptides, such as calcitonin gene-related peptide CGRP, a mechanism that reinforces vasodilatation and activates trigeminal sensory afferents with a subsequent stimulation of pain centres; and (iii) the function of receptors mediating vasodilatation, while the responses of receptors inducing vasoconstriction are attenuated. The serotonergic, adrenergic and γ-aminobutyric acid (GABA)-ergic systems are also modulated by sex steroids, albeit to a varying degree and with potentially contrasting effects on migraine outcome. Taken together, female sex steroids seem to be involved in an array of components implicated in migraine pathogenesis. Future studies will further delineate the extent and the clinical relevance of each of these mechanisms, and will thus expand the knowledge on the femininity of migraine.