Significant sex differences exist in migraine and other headache disorders. Several hypotheses have been proposed to explain these differences, including fluctuations in sex hormones and receptor binding, genetic factors, differences in exposure to environmental stressors, as well as differences in response to stress and pain perception; but how valid are some of these findings and can we improve the quality of research in this field? It is notable that the preponderance of animal pain studies use male subjects to study a predominantly female disorder. Furthermore, with respect to headache and migraine sex differences, limited data have been derived from animal models. Additionally, although sex differences (based on the categorization of male vs female) may be more routinely evaluated in clinical headache research than in the basic science research, greater attention to potential differences across the life cycle of women (ie, premenopausal vs postmenopausal differences) and menstrual cycle is warranted. In this manuscript we define the differences between “sex” and “gender” and highlight the importance of their application and use in headache research. The enhanced recognition and implementation of attention to sex differences throughout the hormonal and life-cycle phase in both human and animal research will only help to strengthen and further our understanding of migraine and may help guide the direction of future headache research.