Background <p>Migraine is one of the most common debilitating diseases affecting more than 1 billion people worldwide, and can be considered a neurovascular disorder characterized by attacks of severe headache and autonomic and neurological symptoms. Regarding effectiveness, side effects, and health benefits, physical activity is a potentially beneficial strategy in the preventive and treatment of migraine.</p> Objective <p>The objective of this study was to explore the relation between the migraine condition and the Physical Activity Frequency (PAF) in the general population, and to estimate the risk factors for having a migraine.</p> Methods <p>Data from the 2014 (EHSS2014) and 2020 (EHSS2020) European Health Surveys in Spain were analyzed following a descriptive cross-sectional study design. In the general population, 44,914 adults living in Spain, the relationships between migraine prevalence and physical activity frequency (PAF) were analyzed with the Ci-square test and the post hoc pairwise z test for independent proportions. These same statistical tests were used in the migraine population, 4699 participants, analyzing the relationships between PAF and: depression, anxiety, and self-perceived health (SPH). Risk factors for migraine in the general population and for depression and anxiety in the migraine population were analyzed using multiple binary logistic regression models.</p> Results <p>Migraine was found to be related to FAP (<i>p</i> &lt; 0.001), inactive people had higher prevalence of migraine than active and very active people (<i>p</i> &lt; 0.05). In people with migraine, depression, anxiety, and SPH were found to be related to PAF (<i>p</i> &lt; 0.001), with higher prevalence of depression, anxiety, and negative SPH in inactive than active and very active people (<i>p</i> &lt; 0.05). Being female, of low social class and physically inactive increased the risk of migraine. In people with migraine, being female, older, of lower social class and physically inactive increased the risk of depression and anxiety.</p> Conclusion <p>There is a higher prevalence of migraine in the inactive population than in the active population. In the Spanish adult population with migraine, self-perceived health, depression, and anxiety are related to the frequency of physical activity. Inactive people with migraine have higher prevalence of negative health, depression, and anxiety than the active population with migraine.</p>