A number of pain conditions, acute as well as chronic, are much more prevalent in women, such as temporomandibular disorder (TMD), irritable bowel syndrome, fibromyalgia, and migraine. The association of female sex steroids with these nociceptive conditions is well known, but the mechanisms of their effects on pain signaling are yet to be deciphered. We reviewed the mechanisms through which female sex steroids might influence the trigeminal nociceptive pathways with a focus on migraine. Sex steroid receptors are located in trigeminal circuits, providing the molecular substrate for direct effects. In addition to classical genomic effects, sex steroids exert rapid nongenomic actions to modulate nociceptive signaling. Although there are only a handful of studies that have directly addressed the effect of sex hormones in animal models of migraine, the putative mechanisms can be extrapolated from observations in animal models of other trigeminal pain disorders, like TMD. Sex hormones may regulate sensitization of trigeminal neurons by modulating expression of nociceptive mediator such as calcitonin gene-related peptide. Its expression is mostly positively regulated by estrogen, although a few studies also report an inverse relationship. Serotonin (5-Hydroxytryptamine [5-HT]) is a neurotransmitter implicated in migraine; its synthesis is enhanced in most parts of brain by estrogen, which increases expression of the rate-limiting enzyme tryptophan hydroxylase and decreases expression of the serotonin re-uptake transporter. Downstream signaling, including extracellular signal-regulated kinase activation, calcium-dependent mechanisms, and cAMP response element-binding activation, are thought to be the major signaling events affected by sex hormones. These findings need to be confirmed in migraine-specific animal models that may also provide clues to additional ion channels, neuropeptides, and intracellular signaling cascades that contribute to the increased prevalence of migraine in women.