Approximately 50% of migrainous women suffer from menstrually related migraine (MRM), a type of migraine in which the attacks occur at the same time as or near the menstrual flow. Attacks of MRM tend to be longer, more intense and disabling and sometimes less responsive to treatment than non-menstrual migraines. Similar to the management of non-menstrual migraine, the use of triptans and NSAIDs is the gold standard for MRM treatment. In this paper, the most important studies in the literature that report the effectiveness of triptans, of certain associated drugs and other analgesic agents are summarized. Preventive strategies that can be used if a prophylactic treatment is needed is also analyzed, with particular attention paid to the use of perimenstrual prophylaxis with triptans and/or NSAIDs. Moreover, considering the peculiar interaction between menstrual migraine and female sex hormones, brief mention is made to possible hormonal manipulations.