We aimed to explore the single-locus, haplotype and epistasis patterns and the contribution of oestrogen receptor [ESR1 PvuII (rs2234693), ESR1 325 C→G (rs1801132)] and progesterone receptor [PROGINS (rs1042838)] polymorphisms in genetic susceptibility to migraine by analysing 613 subjects consisting of 217 migraine patients, 217 healthy controls (HC) and 179 patients with tension-type headache (TTH). Entire data were analysed by taking the Bonferroni corrected P-value into account. We found significant association of TT genotype [odds ratio (OR) 3.458, confidence interval (CI) 1.757, 6.806; P = 0.0003] and T allele (OR 1.729, CI 1.309, 2.284; P = 0.0001) of ESR1 PvuII single nucleotide polymorphism with migraine when compared with HC. Significant association was seen only in female migraine patients at both genotype (P = 0.002; OR 3.834, CI 1.625, 9.043) and allele level (P = 0.002; OR 1.721, CI 1.228, 2.413). Moreover, higher risk was limited to migraine with aura (MA) (in case of TT genotype, P = 0.002; OR 4.377, CI 1.703, 1.246; in case of T allele, P = 0.001; OR 1.888, CI 1.305, 2.735) rather than migraine without aura (MoA) (P-value of TT genotype = 0.003; OR 3.082, CI 1.465, 6.483; P-value T allele = 0.002; OR 1.630, CI 1.188, 2.236). In case of a recessive model, risk was seen with migraine patients (P = 0.0003; OR 2.514, CI 1.635, 3.867), MA (P = 0.0001; OR 3.583, CI 1.858, 6.909) and MoA patients (P = 0.002; OR 2.125, CI 1.304, 3.464) when compared with HC. No risk was observed when TTH patients were compared with HC. No significance of ESR 325 G→C polymorphism was seen in any of the models under study. Significant differences in genotypic (P = 0.0001) and allelic frequency (P = 0.0002) were seen in case of PROGINS polymorphism when migraine patients were compared with HC, showing a protective effect (for A1A2 genotype, OR 0.292, CI 0.155, 0.549; for A2 allele, OR 0.320, CI 0.174, 0.589). Moreover, significance was seen only in case of female migraine patients at genotype (P = 0.002; OR 0.344, CI 0.176, 0.684) as well as allele levels (P = 0.004; OR 0.379, CI 0.198, 0.727) in case of PROGINS polymorphism. ESR1 PvuII TT*ESR1 325 C→G CG genotype, PROGINS A1A2*ESR1 325 C→G CG genotype and ESR1 PvuII CT*PROGINS A1A2 interacted significantly, but significance was lost after Bonferroni correction. In conclusion, ESR1 PvuII polymorphism is a significant risk factor for migraine particularly in women and MA patients, but ESR 325 C→G polymorphism is not associated with migraine susceptibility. PROGINS polymorphism seems to play a protective role in genetic susceptibility to migraine in the North Indian population.