Migraine encompasses a broader spectrum of sensory symptoms than just headache. These "other" symptoms, eg, sensory phobias, cognitive and mood changes, allodynia, and many others indicate an altered sensitivity to sensory input which can be measured, in principle, by quantifying sensory threshold changes longitudinally over time. Photophobia, for example, can be quantified by investigating the discomfort thresholds towards the luminance of light. The aim of this review is to look into how thresholds change in patients with migraine. We performed a PubMed search up to June 2018 targeting all peer-reviewed articles evaluating the changes in threshold, sensory phobia, or sensitivity in patients with migraine. Migraineurs, in general, exhibit lower sensory thresholds compared with healthy controls. These threshold changes seem to follow the different phases during a migraine cycle. In general, thresholds reach a nadir when the headache starts (the ictal phase), rise after the headache ends, and then gradually descend towards the next attack. The sensory modality of measurement-mechanical, thermal, or nociceptive-and the location of measurement-trigeminal vs somatic dermatome-also influence the sensory threshold. Functional imaging studies provide evidence that the hypothalamo-thalamo-brainstem network may be the driving force behind the periodic threshold changes. In summary, there is evidence in the literature that migraine could be understood as a periodic sensory dysregulation originating from the brain. Nevertheless, the interstudy discrepancy is still high due to different study designs and a lack of focus on distinct migraine phases. Further well-designed and harmonized studies with an emphasis on the cyclic changes still need to be conducted.