The diagnostic criteria of menstrual migraine (MM), migraine related to menstruation and pure menstrual migraine, are placed in the appendix of the International Classification of Headache Disorders and are still primarily considered as research criteria that need validation. Although there is a great wealth of knowledge about the neurobiological processes underlying MM and its symptoms, the mechanisms by which an attack starts during the menstrual cycle remain baffling, and the disease is still undertreated. In this narrative review, we aim to summarize recent data on pathophysiology, epidemiology, burden of disease and treatment of MM. The vast majority of the literature focuses on the relationship between MM and hormonal factors. The role of falling in estrogen levels is believed to increase the susceptibility of blood vessels to prostaglandins, which have been implicated in neurogenic inflammation. Moreover, fluctuations of ovarian steroid hormone levels modulate calcitonin gene-related peptide in the trigeminovascular system. In addition, it has been observed that gonadal hormones modulate cortical spreading depression susceptibility in animal models. Sex hormone influences on MM affect not only the frequency and severity of headache attack but also its treatment. Understanding the mechanisms that contribute to neuroendocrine vulnerability in some women and some menstrual cycles may yield possible marker of the disease opening treatment options specifically targeting MM. An increased interest for future research on the subject will further elucidate how to manage this debilitating type of migraine.