Since the introduction of the bivalent human papilloma virus (HPV) vaccine in the Netherlands, migraine has been reported as a notable event in the passive safety surveillance system. Research on the association between HPV vaccination and migraine is needed. Therefore, potential migraine cases in 2008–2010 were selected from a group of general practitioners and linked to the vaccination registry. Data were analysed in three ways: (i) incidences of migraine postvaccination (2009/2010) were compared to pre-vaccination incidences (2008); (ii) in a cohort, incidence rates of migraine in vaccinated and unvaccinated girls were compared and (iii) in a self-controlled case series analysis, the relative incidence of migraine in potentially high-risk periods was compared to non-high-risk periods. Incidence rates of migraine for 12- to 16-year-old girls and boys postvaccination were slightly higher than pre-vaccination incidence rates. Incidence rate ratios (IRRs) for vaccinated compared to unvaccinated girls were not statistically significantly higher. Furthermore, the RR for migraine in the high-risk period of 6 weeks following each dose versus non-high-risk period was 4.3 (95% confidence interval (CI) 0.69–26.6) for certain migraine. Conclusion: Using different methods, no statistically significant association between HPV vaccination and incident migraine was found. However, the number of cases was low; to definitively exclude the risk, an increased sample size is needed.