The literature on clinical psychophysiology highlights the possibility of using Heart Rate Variability (HRV) as an index of psychophysical balance and resilience to stress. This study investigates the differences in stress reactivity and subsequent recovery between a group of migraineurs and healthy controls. Socio-demographic (i.e., sex, age, profession, marital status, and level of education) and psychophysiological (HR and HRV) measures of a group of thirty subjects with migraine (26 migraineurs without aura (86.7%), 2 migraineurs with aura (6.7%), and 2 migraineurs with and without aura (6.7%)) and from thirty healthy control subjects were collected. In particular, HRV was analyzed through frequency-domain parameters, including Low-Frequency (LF; 0.04-0.15 Hz) and High-Frequency (HF; 0.15-0.4 Hz) bands as well as LF/HF ratio during a Psychophysiological Stress Profile (PSP) structured in seven phases: (1) Baseline, (2) Objective stressor 1 (Stroop Test), (3) Rest 1, (4) Objective stressor 2 (Mental Arithmetic Task), (5) Rest 2, (6) Subjective stressor (recount a significant life event), and (7) Rest 3. The LF, HF, and LF/HF ratio values were transformed into a logarithmic scale (i.e., log-LF, log-HF, and log LF/HF ratio). Additionally, LF and HF were converted into normalized units (0-100) (i.e., LF% and HF%) which, in turn, were used to obtain reactivity and recovery to stress through delta values (Δ) calculation. Subjects with migraine reported greater ΔLF% levels of reactivity and recovery to subjective stressor, demonstrating a prevalence of sympathetic activity while recounting a personal life event. At the same time, a lowering of the same values was found in the subjects of the group control. Our results underline the importance of conducting a psychophysiological assessment in patients with headaches because reduced stress management skills could influence the clinical manifestations of the disease, considering stress as one of the most common triggers for migraine patients.