Migraine is a debilitating neurological condition affecting millions of people worldwide. Until a few years ago, preventive migraine treatments were based on molecules with pleiotropic targets, developed for other indications, and discovered by serendipity to be effective in migraine prevention, although often burdened by tolerability issues leading to low adherence. However, the progresses in unravelling the migraine pathophysiology allowed identifying novel putative targets as calcitonin gene-related peptide (CGRP). Nevertheless, despite the revolution brought by CGRP monoclonal antibodies and gepants, a significant percentage of patients still remains burdened by an unsatisfactory response, suggesting that other pathways may play a critical role, with an extent of involvement varying among different migraine patients. Specifically, neuropeptides of the CGRP family, such as adrenomedullin and amylin; molecules of the secretin family, such as pituitary adenylate cyclase-activating peptide (PACAP) and vasoactive intestinal peptide (VIP); receptors, such as transient receptor potential (TRP) channels; intracellular downstream determinants, such as potassium channels, but also the opioid system and the purinergic pathway, have been suggested to be involved in migraine pathophysiology. The present review provides an overview of these pathways, highlighting, based on preclinical and clinical evidence, as well as provocative studies, their potential role as future targets for migraine preventive treatment.