The relationship between migraine, stroke and patent foramen ovale (PFO) has been the subject of considerable research efforts. Indeed, a lot of interest has focused on the potential benefits of percutaneous PFO closure. The aim of this article is to review data from the currently available literature. A total of 10 relevant studies were found in the literature, for a total of 1038 patients undergoing percutaneous PFO closure after events of cryptogenic stroke. Thirty-eight percent of these patients suffered from migraine. Combining the results of the available studies, 72% of patients were cured or improved significantly. Analysing the results according to migraine type, 81% of patients with migraine with aura had complete resolution or significantly improved as compared to 72% of patients with migraine without aura. Several limitations and drawbacks exist, however, and they are extensively discussed in this paper.