Background Migraine is associated with a number of cardiometabolic risk factors including abnormalities in lipid metabolism. However, little is known about these associations among pregnant migraineurs. We conducted the present study to evaluate the extent to which altered lipid profiles are associated with history of migraine among pregnant women. Methods A cohort of 1062 Peruvian women were interviewed at 24-28 weeks of gestation. Migraine status was classified based on the International Classification of Headache Disorders-II diagnostic criteria. Serum lipid concentrations were measured enzymatically using standardized assays. Multivariable logistic regression was used to estimate adjusted odds ratios (AORs) and 95% confidence intervals (CIs) as measures of associations of migraine status with varying concentrations of lipids and lipoproteins during pregnancy. Results Approximately 18.5% of the study participants were identified as migraineurs (196 of 1062). Maternal serum total cholesterol, high-density lipoprotein (HDL), low-density lipoprotein (LDL), triglycerides, and total cholesterol : HDL ratio were all statistically significantly elevated among pregnant migraineurs compared with pregnant non-migraineurs. In multivariate adjusted models, pregnant women with migraine had higher odds of elevated total cholesterol, LDL, and total cholesterol : HDL ratio as compared with pregnant women without migraine. For instance, the AOR and 95% CI for successive quartiles of the total cholesterol associated with history of migraine were Q2 (219-247 mg/dL): 1.05 (0.64-1.70), Q3 (248-281 mg/dL): 1.16 (0.72-1.86), and Q4 (≥282 mg/dL): 1.87 (1.20-2.91) with the lowest quartile (<219 mg/dL) as the referent group (P value for trend = .003). Obese women with elevated total cholesterol (≥282 mg/dL) were more likely to be migraineurs (OR = 3.71; 95% CI 1.58-8.71) as compared with non-obese women with lower total cholesterol (<219 mg/dL). Similar elevated odds of migraine were observed for obese women with elevated LDL cholesterol, elevated triglycerides and high total cholesterol : HDL ratio. Conclusion Pregnant migraineurs had elevated odds of dyslipidemia, particularly hypercholesterolemia, elevated LDL, and total cholesterol : HDL ratio as compared with pregnant non-migraineurs. The observed associations were more pronounced among obese migraineurs. Our findings add to the accumulating evidence of adverse cardiometabolic risk profiles among migraineurs and extend these associations to pregnant women.