This study examined the prevalence of menstrually related headache and the relationship between the menstrual cycle and stress in a group of young women migraineurs sampled from a general population. Participants (N = 20) meeting International Headache Society criteria for migraine with or migraine without sure and not meeting criteria for menstrual migraine, provided daily headache activity, perceived stress, cognitive appraisal, and coping strategy data during two menstrual cycles. Multiple regression was used to analyze these data following a time-series approach in which the phases of the menstrual cycle were used as predictors of variation in each participant's headache, stress, appraisal, and coping data. Analyses revealed that fewer participants than expected showed significant relationships between their menstrual cycle and their headache activity (20%). However, for these women the amount of variation explained by the menstrual cycle was substantial. We suggest that, though some women's migraines vary with their menstrual cycle, the number of women substantially affected may be much smaller than has been estimated in the literature. Relationships between the menstrual cycle and the stress process were also found; however, inconsistencies between this and a previous study in our laboratory suggest that the nature of this relationship may vary across women migraineurs.