The calcitonin gene-related peptide (CGRP) system has emerged as a key pharmacological target for the treatment of migraine. However, some individuals who suffer from migraine have low or no response to anti-CGRP or other treatments, suggesting the need for additional clinical targets. CGRP belongs to the calcitonin family of peptides, including calcitonin, amylin, adrenomedullin and adrenomedullin 2. These peptides display a range of pro- and anti-nociceptive actions, including in primary headache conditions such as migraine. Calcitonin family peptides also show expression at sites relevant to migraine and pain. This suggests that calcitonin family peptides and their receptors, beyond CGRP, may be therapeutically useful in the treatment of migraine and other pain disorders. This review considers the localisation of the calcitonin family in peripheral pain pathways and discusses how they may contribute to migraine and pain.