Mechanisms underlying migraine precipitation are largely unknown. A role of the immune system in migraine precipitation is a matter of debate because of the association of atopic disorders and migraine. Recently, it was demonstrated that migraineurs benefit from eradication of a Helicobacter pylori infection, which substantiates a possible role for (sub-clinical) infections in precipitation of migraine. Since 1966, about 45 clinical investigations have reported on alterations of immune function in migraine patients, which we present in this review. Changes of serum levels of complement and immunoglobulins, histamine, cytokines and immune cells were found in some of these studies but in most cases not corroborated by others. Migraineurs suffering from comorbid atopic disorders show elevated plasma IgE levels but not patients without a type I hypersensitivity. Histamine plasma levels are chronically elevated in migraineurs, and interictally decreased lymphocyte phagocytotic function and increased plasma tumor necrosis factor alpha (TNFα) levels were found, and may be related to increased infection susceptibility. The cause of this increased susceptibility is unclear but most likely is a result of chronic stress, a well-known suppressor of the immune system. Stress relief enhances immune activity and triggers a burst of circulating vasoactive compounds that function as mediators of inflammation and potential precipitators of a migraine attack in vulnerable subjects. In conclusion, in the clinical literature of the past decades, there is no clear-cut evidence of an immune dysfunction in migraineurs, but we cannot totally exclude the possibility of an altered immune function in migraineurs. Discrepancies in the literature most likely are caused by the divergent patterns of sample collection relative to the time of the attack. We propose stringent definition of sample collection times for future studies of immune function in migraine patients.