Migraine aura, near-death experiences (NDEs), and rapid eye movement (REM) sleep intrusions might share common mechanisms. Here, we investigated the prevalence of NDEs and REM sleep intrusions in people with migraine. We hypothesized that NDEs and REM sleep intrusions are more prevalent in migraine patients with aura than in those without. We conducted a prospective cross-sectional cohort study at a tertiary headache center, based on a prespecified sample size (n = 808). Migraine patients completed a series of questionnaires, including questions about demographic and headache characteristics, the 16-item Greyson NDE scale, four questions about REM sleep intrusions, and the Depression, Anxiety, and Stress Scale 21 (DASS-21). Of 808 migraine patients (mean age 44.4 ± 13.3 years, 87.0% women), 353 (43.7%) had a current or previous history of migraine aura. Prevalence of NDE was 2.7% and not different in patients with and without aura (2.8% vs. 2.6%; p > 0.999). REM sleep intrusions were reported by 5.4% of participants and in a similar proportion of patients with and without aura (6.3% vs. 4.9%; p = 0.43). However, participants with REM sleep intrusions had had an NDE more often than participants without REM sleep intrusions (n = 5/44, 11.4% vs. n = 17/754, 2.2%; p = 0.005). Higher DASS-21 scores were associated with REM sleep intrusions (p < 0.001). In this tertiary center cohort study, the prevalence of NDE and REM sleep intrusions was not influenced by migraine aura status. However, we identified an association between NDE and REM sleep intrusions, which corroborates the notion that they might share pathophysiological mechanisms.