Migraine is twice as common in females as in males, but the mechanisms behind this difference are still poorly understood. We used high-field magnetic resonance imaging in male and female age-matched interictal (migraine free) migraineurs and matched healthy controls to determine alterations in brain structure. Female migraineurs had thicker posterior insula and precuneus cortices compared with male migraineurs and healthy controls of both sexes. Furthermore, evaluation of functional responses to heat within the migraine groups indicated concurrent functional differences in male and female migraineurs and a sex-specific pattern of functional connectivity of these two regions with the rest of the brain. The results support the notion of a ‘sex phenotype’ in migraine and indicate that brains are differentially affected by migraine in females compared with males. Furthermore, the results also support the notion that sex differences involve both brain structure as well as functional circuits, in that emotional circuitry compared with sensory processing appears involved to a greater degree in female than male migraineurs.