Migraine has been associated with structural brain damage. Several studies have reported an association between migraine and brain white matter lesions or clinically silent infarct-like abnormalities in the posterior circulation territory. The origin of these lesions is still unclear. The cause is commonly interpreted as ischemic, which is consistent with the association of migraine, particularly with aura, with vascular risk factors. The relationship between increased volume of white matter hyperintensities and a history of severe headache per se is under debate. The clinical relevance of this brain damage deserves further investigations even if an association between cognitive impairment and migraine or headache of any type is not confirmed.