Migraine affects ∼14% of the world’s population, though not all predisposing causal risk factors are known. We used electronic health records, genetic co-heritability analysis, and a two-sample Mendelian Randomization (MR) design to determine if elevated serum calcium levels were associated with risk of migraine headache. Co-morbidity was evaluated using electronic health records obtained from the PennOmics database comprising >1 million patient entries. Genetic co-heritability and causality via MR was assessed using data from the International Headache Consortium (23,285 cases, 95,425 controls) and circulating serum calcium levels (39,400 subjects). We observed co-occurrence of migraine and hypercalcaemia ICD-9 diagnoses (OR = 1.58, P = 4 × 10−13), even after inclusion of additional risk factors for migraine (OR = 1.23, P = 2 × 10−3). Second, we observed co-heritability (rg = 0.191, P = 0.03) between serum calcium and migraine headache, indicating that these traits have a genetic basis in common. Finally, we found that elevation of serum calcium levels by 1 mg/dl resulting from our genetic score was associated with an increase in risk of migraine (OR = 1.80, 95% CI: 1.31–2.46, P = 2.5 × 10−4), evidence supporting a causal hypothesis. We also present multiple MR sensitivity analyses in support of this central finding. Our results provide evidence that hypercalcaemia is comorbid with migraine headache diagnoses, and that genetically elevated serum calcium over lifetime appears to increase risk for migraine. Further studies will be required to understand the biological mechanism, pathways, and clinical implication for risk management.