Perimenopause is linked to increased migraine (Mg), especially menstrual Mg (MMg), influenced by hormonal changes. Compared to nonmenstrual attacks, menstrual attacks are more disabling and less responsive to treatment. Women with perimenstrual estrogen withdrawal have been linked to Mg during menstruation, whereas Mg during perimenopause has been linked to unpredictable fluctuations in estrogen levels. It has been widely established that female sex hormones play a role in Mg, but how it occurs remains unclear. This narrative review was identified using Medline and PubMed searches between 1946 and 2021. Search terms included "headache," "migraine," "menstrual migraine," "menstruation," "menopause," "perimenopause," "estrogen," and "progesterone." This article focuses on the candidate genes and female hormones that play a role in MMg. More study is necessary to understand better the environmental components that play a critical role in disease development. Currently, there is insufficient clinical evidence to support the function of menstrual Mg. The specific research facts examined MMg unique candidate genes and female hormonal factors that support their association and found MMg etiologic processes for generating an early diagnostic marker.