Migraine is a disorder affecting an increasing number of subjects. Currently, this disorder is not entirely understood, and limited therapeutic solutions are available. Migraine manifests as a debilitating headache associated with an altered sensory perception that may compromise the quality of life. Animal models have been developed using chemical, physical or genetic modifications, to evoke migraine-like hallmarks for the identification of novel molecules for the treatment of migraine. In this context, experimental models based on the use of chemicals as nitroglycerin or inflammatory soup were extensively used to mimic the acute state and the chronicity of the disorder. This manuscript is aimed to provide an overview of murine models used to investigate migraine pathophysiology. Pharmacological targets as 5-HT and calcitonin gene-related peptide (CGRP) receptors were evaluated for their relevance in the development of migraine therapeutics. Drug delivery systems using nanoparticles may be helpful for the enhancement of the brain targeting and bioavailability of anti-migraine drugs as triptans. In conclusion, the progresses in migraine management have been reached with the development of emerging agonists of 5-HT receptors and novel antagonists of CGRP receptors. The nanoformulations may represent a future perspective in which already known anti-migraine drugs showed to better exert their therapeutic effects.