There is increasing interest in the relationship between migraine and patent foramen ovale (PFO). PFO is more common in migraineurs with aura, and migraine with aura is more prevalent in patients with PFO. Retrospective analyses of PFO closure for stroke prevention and decompression illness in divers have suggested that migraineurs with and without aura may derive significant benefit from PFO closure, but to date no prospective, randomized, sham-controlled study to confirm this has been completed. Herein we review published data regarding the relationship between migraine and PFO and discuss the rationale, justification, and important factors to consider in the conduct of prospective, controlled, clinical trials designed to evaluate the efficacy and safety of percutaneous device closure of PFO for migraine prevention.