Migraine is one of the most common of neurological disorders with a global prevalence of up to 15%. One in five migraineurs have frequent episodic or chronic migraine requiring prophylactic treatment. In recent years, specific pharmaceutical treatments targeting calcitonin gene-related peptide (CGRP) signalling molecules have provided safe and effective treatments; monoclonal antibodies for prophylaxis and gepants for acute therapy. Albeit beneficial, it is important to understand the molecular mechanisms of these new drugs to better understand migraine pathophysiology and improve therapy. Here we describe current views on the role of the CGRP family of peptides CGRP, calcitonin (CT), adrenomedullin (AM), amylin (AMY) and their receptors in the trigeminovascular system (TGV). All these molecules are present within the TGV system but differ in expression and localization. It is likely that they have different roles, which can be utilized in providing additional drug targets.