Migraine is a common neurological disorder that affects more than one billion people worldwide. Recent genome-wide association studies have identified 123 genetic loci associated with migraine risk. However, the biological mechanisms underlying migraine and its relationships with other complex diseases remain unclear. We performed a phenome-wide association study (PheWAS) using UK Biobank data to investigate associations between migraine and 416 phenotypes. Mendelian randomization was employed using the IVW method. For loci associated with multiple diseases, pleiotropy was tested using MR-Egger. Single-cell RNA sequencing data was analyzed to profile the expression of 73 migraine susceptibility genes across brain cell types. qPCR was used to validate the expression of selected genes in microglia. PheWAS identified 15 disorders significantly associated with migraine, with one association detecting potential pleiotropy. Single-cell analysis revealed elevated expression of seven susceptibility genes (including ZEB2, RUNX1, SLC24A3, ANKDD1B, etc.) in brain glial cells. And qPCR confirmed the upregulation of these genes in LPS-treated microglia. This multimodal analysis provides novel insights into the link between migraine and other diseases. The single-cell profiling suggests the involvement of specific brain cells and molecular pathways. Validation of gene expression in microglia supports their potential role in migraine pathology. Overall, this study uncovers pleiotropic relationships and the biological underpinnings of migraine susceptibility.