Previous observational studies have reported an increased risk of venous thromboembolism (VTE) among individuals with migraine. This study aimed to investigate the causal effect of migraine on the development of VTE, as well as explore the genetic correlation between them. We conducted a two-sample Mendelian randomization (MR) study using publicly available summary statistics from large-scale genome-wide association studies for migraine and VTE. Linkage disequilibrium score regression analysis was performed to estimate the genetic correlation between migraine and VTE. There were several shared risk variants (p-value < 5 × 10-8) between migraine and VTE. Linkage disequilibrium score regression analysis found a significant positive genetic correlation between migraine and VTE. The genetic correlations based on two migraine datasets were 0.208 (se = 0.031, p-value = 2.91 × 10-11) and 0.264 (se = 0.040, p-value = 4.82 × 10-11), respectively. Although main MR analysis showed that migraine was associated with an increased risk of VTE (odds ratio = 1.069, 95% confidence interval = 1.022-1.118, p-value = 0.004), the association attenuated to non-significance when using several other MR methods and using another set of genetic instruments. In addition, evidence of heterogeneity was found. Reverse MR analysis showed VTE was associated with increased risk of migraine with aura (odds ratio = 1.137, 95% confidence interval = 1.062-1.218, p-value = 2.47 × 10-4) with no evidence of pleiotropy and heterogeneity. We showed suggestive evidence indicating an association between migraine and increased risk of VTE. Additionally, we found robust evidence suggesting that VTE is associated with an increased risk of migraine. The positive genetic correlation indicates that migraine and VTE has shared genetic basis. Further investigations will be necessary to address potential sex-specific effects in the analysis.