Migraine is a complex and multi-system dysfunction. The realization of its pathophysiology and diagnosis is developing rapidly. Migraine has been linked to gastrointestinal disorders such as irritable bowel syndrome and celiac disease. There is also direct and indirect evidence for a relationship between migraine and the gut-brain axis, but the exact mechanism is not yet explained. Studies have shown that this interaction appears to be influenced by a variety of factors, such as inflammatory mediators, gut microbiota, neuropeptides, and serotonin pathways. Recent studies suggest that immune cells can be the potential tertiary structure between migraine and gut-brain axis. As the hot interdisciplinary subject, the relationship between immunology and gastrointestinal tract is now gradually clear. Inflammatory signals are involved in cellular and molecular responses that link central and peripheral systems. The gastrointestinal symptoms associated with migraine and experiments associated with antibiotics have shown that the intestinal microbiota is abnormal during the attacks. In this review, we focus on the mechanism of migraine and gut-brain axis, and summarize the tertiary structure between immune cells, neural network, and gastrointestinal tract.