The study of migraine is based on the complexity of the pathology, both at the pathophysiological and epidemiological levels. Although it affects more than a billion people worldwide, it is often underestimated and underreported by patients. Migraine must not be confused with a simple headache; it is a serious and disabling disease that causes considerable limitations in the daily life of afflicted people, including social, work, and emotional effects. Therefore, it causes a daily state of suffering and discomfort. It is important to point out that this pathology not only has a decisive impact on the quality of life of those who suffer from it but also on their families and, more generally, on society as a whole. The clinical picture of migraine is complex, with debilitating unilateral or bilateral head pain, and is often associated with characteristic symptoms such as nausea, vomiting, photophobia, and phonophobia. Hormonal, environmental, psychological, dietary, or other factors can trigger it. The present review focuses on the analysis of the physiopathological and pharmacological aspects of migraine, up to the correct dietary approach, with specific nutritional interventions aimed at modulating the symptoms. Based on the symptoms that the patient experiences, targeted and specific therapy is chosen to reduce the frequency and severity of migraine attacks. Specifically, the role of calcitonin gene-related peptide (CGRP) in the pathogenesis of migraine is analyzed, along with the drugs that effectively target the corresponding receptor. Particularly, CGRP receptor antagonists (gepants) are very effective drugs in the treatment of migraine, given their high diffusion in the brain. Moreover, following a ketogenic diet for only one or two months has been demonstrated to reduce migraine attacks. In this review, we highlight the diverse facets of migraine, from its physiopathological and pharmacological aspects to prevention and therapy.