Cognitive dysfunction has recently gained attention as a significant problem among migraine sufferers. All of the clinical studies show poor cognitive performance during migraine attacks, though, the interictal data are conflicting. Migraineurs show impaired cognitive function interictally in most of the clinic-based studies. Population-based studies did not reveal a difference in cognitive functions between migraineurs and controls. The specific cognitive domains involved are information processing speed, basic attention, executive functions, verbal and non-verbal memory and verbal skills. Neurophysiological, imaging and pharmacological studies support clinical symptoms of cognitive impairment in migraine. Longitudinal studies do not suggest progressive cognitive decline over time in migraine patients. Preventive medications and comorbid disorders such as depression and anxiety can impact cognitive function, but cannot fully explain the cognitive impairment in migraine. In contrast to migraine, tension type or cluster headache are not associated with cognitive impairment, at least during headache-free periods.