The evolution of CHCs has resulted in improved safety, efficacy, tolerability, and noncontraceptive benefits. However, some women are vulnerable to their effect on the brain, manifested by mood changes and head pain. CHCs do not have uniform effects on the brain because the type and dose of estrogens and progestogens may have diverse impacts. They can also be used to improve premenstrual symptoms because they stabilize neuroendocrine fluctuations. Migraine headaches may be modulated by the use of CHCs, especially during the hormone-free interval (HFI), so-called estrogen withdrawal. Effects are variable, influenced by the type of contraception used and the individual’s migraine history. The current availability of oral regimens with a shorter (6, 4, or 2 days) or absent HFI can prevent migraine worsening in the HFI, modulating pain threshold and leading to decreases in frequency, intensity, and duration. CHCs containing natural estrogens, which display less cardiometabolic impact in comparison to ethinylestradiol, may become the best option for women with migraine. The main concern for CHCs use in women with migraine is vascular risk and, specifically, stroke risk. CHCs are not contraindicated for women with migraines without aura, whereas women with aura should use progestogen-only contraception as a first choice.