Migraine headache is a growing problem for U.S. servicemen deployed in the Global War on Terrorism and has been linked to substantial negative socioeconomic consequences. However, there has been no comprehensive examination of the relationship between combat exposure and migraine headache or its stress-related triggers. Using data drawn from the National Longitudinal Study of Adolescent Health, we exploit exogenous variation in deployment assignment to estimate the effect of combat exposure on migraine headache. We find that those deployed to a combat zone with enemy firefight are at substantially increased risk for migraine headache relative to those deployed to non-combat zones outside the United States or to combat zones without enemy firefight. This relationship is robust to controls for pre-deployment migraine status and is largest for those serving in the Army in the post-9/11 period. We find that combat-induced sleep disorders, stress-related psychological problems, and physical injuries in combat explain 47 to 60 percent of the relationship between combat exposure and migraine headache.