Migraine with aura is a highly prevalent disorder involving transient neurological disturbances associated with migraine headache. While the pathophysiology is incompletely understood, findings from clinical and basic science studies indicate a potential key role of the thalamus in the mechanisms underlying migraine with and without aura. Two recent, clinic-based MRI studies investigated the volumes of individual thalamic nuclei in migraine patients with and without aura using two different data analysis methods. Both studies found differences of thalamic nuclei volumes between patients and healthy controls, but the results of the studies were not consistent. Here, we investigated whether migraine with aura is associated with changes in thalamic volume by analysing MRI data obtained from a large, cross-sectional population-based study which specifically included women with migraine with aura (N = 156), unrelated migraine-free matched controls (N = 126), and migraine aura-free co-twins (N = 29) identified from the Danish Twin Registry. We used two advanced, validated analysis methods to assess the volume of the thalamus and its nuclei; the MAGeT Brain Algorithm and a recently developed FreeSurfer-based method based on a probabilistic atlas of the thalamic nuclei combining ex vivo MRI and histology. These approaches were very similar to the methods used in each of the two previous studies. Between-group comparisons were corrected for potential effects of age, educational level, BMI, smoking, alcohol, and hypertension using a linear mixed model. Further, we used linear mixed models and visual inspection of data to assess relations between migraine aura frequency and thalamic nuclei volumes in patients. In addition, we performed paired t-tests to compare volumes of twin pairs (N = 29) discordant for migraine with aura. None of our analyses showed any between-group differences in volume of the thalamus or of individual thalamic nuclei. Our results indicate that the pathophysiology of migraine with aura does not involve alteration of thalamic volume.