Migrainous women note a significant improvement in their headaches during pregnancy. However, persistent or residual attacks need to be treated, keeping in mind that many drugs have potential dangerous effects on embryo and foetus. It is evident, therefore, that hygiene and behaviour measures capable of ensuring the best possible well-being (regular meals and balanced diet, restriction of alcohol and smoking, regular sleeping pattern, moderate physical exercise and relaxation) are advisable during pregnancy. Among non-pharmacological migraine prophylaxis only relaxation techniques, in particular biofeedback, and acupuncture have accumulated sufficient evidence in support of their efficacy and safety. Some vitamins and dietary supplements have been proposed: the prophylactic properties of magnesium, riboflavin and coenzyme Q10 are probably low, but their lack of severe adverse effects makes them good treatment options.