Migraine is an invalidating neuro-vascular disorder largely spread in the world population. Currently, its pathophysiology is not yet completely understood. The purpose of this study was to investigate the urinary proteome of women suffering from menstrually related migraine (MM) and post-menopause migraine (PM) in comparison with non-headache women as controls, to search potential biomarkers of these migraine sub-types. Urine samples were analyzed by mono-dimensional gel electrophoresis (SDS-PAGE) and two-dimensional gel electrophoresis (2DE) coupled to liquid chromatography-mass spectrometry (LC-MS/MS). Twenty-one urinary proteins were found significantly dysregulated in MM and PM ( < 0.05). The STRING Analysis database revealed interaction between 15 proteins, which were mainly involved in the immune and inflammatory response. Seven of the most considerable proteins were further quantified by western blot: protein S100A8 (S10A8), up-regulated in MM, uromodulin (UROM), alpha-1-microglobulin (AMBP), gelsolin (GELS), prostaglandin-H2 D-isomerase (PTGDS), over-expressed in PM, apolipoprotein A-I (APOA1), and transthyretin (TTHY), respectively down- and up-regulated in both migraineur groups vs controls. These candidate biomarkers might be involved in the neurophysiological network of MM and PM, thus helping to better understand the pathophysiology of these migraine forms. If validated in large-scale studies, this protein cluster could become a distinctive target for clinical applications in migraine diagnosis and treatment.