Autonomic dysfunction, such as reduced vagally mediated heart rate variability, has been suggested in headache patients but is still uncertain when considering primary headache disorders. This study aims to compare the heart rate and blood pressure variability and baroreflex sensitivity between women with migraine and controls. A migraine (n = 20) and a control group (n = 20) of age-matched women without headache were evaluated. Heart rate variability was analyzed through frequency-domain using spectral analysis presenting variance, low-frequency (LF; 0.04-0.15 Hz) and high-frequency (HF; 0.15-0.4 Hz) bands and by time domain (root mean square of successive R-R interval differences, RMSSD). Blood pressure variability was analyzed with spectral analysis and baroreflex sensitivity with the sequence method. Migraine group had lower heart rate variability characterized by a reduction in total variance, LF oscillations (sympathetic/vagal modulation) and HF oscillations (vagal modulation), and a reduction in SD and RMSSD compared to control group. No difference was found in the blood pressure variability analysis. Regarding baroreflex sensitivity, migraine group had decreased values of total gain, gain down and up compared to control group. Women with migraine exhibited autonomic modulation alterations, expressed by decreased values of heart rate variability and baroreflex sensitivity, but not by differences in blood pressure variability.