Migraine is a prevalent and debilitating condition that substantially impacts quality of life. Investigating migraine prevalence, associated comorbidities, and potential military service exposures in veterans, focusing on gender differences, is crucial for targeted interventions and management strategies. To determine the prevalence of migraine, associated health comorbidities, and potential military service and environmental exposures among men and women US veterans using a large-scale epidemiological sample from the Million Veteran Program (MVP). This cross-sectional study analyzed self-report survey data from the MVP, a large epidemiological sample of US veterans that was started in 2011 and has ongoing enrollment. Eligible participants were selected from the MVP database in 2023. The study included 491 604 veterans to examine migraine prevalence, health comorbidities, demographic characteristics, military service history, and environmental exposures. Data were analyzed from December 2022 to July 2023. Military service and environmental factors, such as chemical or biological warfare exposure, were considered. The primary outcome was migraine prevalence among men and women veterans, assessed through self-reported diagnoses. Secondary outcomes included the association between migraine and health comorbidities, demographic characteristics, military service history, and environmental exposures. Of the 491 604 veterans included in this study, 450 625 (91.8%) were men and 40 979 (8.2%) were women. The lifetime prevalence of migraine was significantly higher in women (12 324 of 40 979 [30.1%]) than in men (36 816 of 450 625 [8.2%]). Migraine prevalence varied by race and ethnicity, with the highest prevalence in Hispanic or Latinx women (1213 of 3495 [34.7%]). Veterans with migraine reported worse general health, higher levels of pain, increased pain interference with work, a higher likelihood of psychiatric and neurological health conditions, and greater lifetime opioid use. Specific aspects of military service, including service post-September 2001 and deployment in Operation Enduring Freedom and Operation Iraqi Freedom, and environmental factors, including Agent Orange, chemical and biological welfare, and antinerve agent pills history, were significantly associated with migraine prevalence. In this cross-sectional study of migraine, the results highlighted gender differences in migraine prevalence and associated health comorbidities among US veterans. The findings emphasized the need for interdisciplinary approaches to migraine management, increased awareness and education efforts, and population-based screening strategies, particularly for women and Hispanic veterans who are at greater risk. Our findings encourage further research into tailored interventions for specific subpopulations and the impact of military service and environmental exposures on migraine and related health conditions.