Background: Migraine is diagnosed using the extensively field-tested International Classification of Headache Disorders (ICHD-3) consensus criteria derived by the International Headache Society. To evaluate the criteria in respect to a measurable biomarker, we studied the relationship between the main ICHD-3 criteria and the polygenic risk score, a measure of common variant burden in migraine. Methods: We used linear mixed models to study the correlation of ICHD-3 diagnostic criteria, underlying symptoms, and main diagnoses with the polygenic risk score of migraine in a cohort of 8602 individuals from the Finnish Migraine Genome Project. Results: Main diagnostic categories and all underlying diagnostic criteria formed a consistent continuum along the increasing polygenic burden. Polygenic risk was associated with the heterogeneous clinical picture starting from the non-migraine headache (mean 0.07; 95% CI 0.02–0.12; p = 0.008 compared to the non-headache group), to probable migraine (mean 0.13; 95% CI 0.08–0.18; p < 0.001), migraine headache (mean 0.17; 95% CI 0.14–0.21; p < 0.001) and migraine with typical visual aura (mean 0.29; 95% CI 0.26–0.33; p < 0.001), all the way to the hemiplegic aura (mean 0.37; 95% CI 0.31–0.43; p < 0.001). All individual ICHD-3 symptoms and the total number of reported symptoms, a surrogate of migraine complexity, demonstrated a clear inclination with an increasing polygenic risk. Conclusions: The complex migraine phenotype progressively follows the polygenic burden from individuals with no headache to non-migrainous headache and up to patients with attacks manifesting all the features of the ICHD-3 headache and aura. Results provide further biological support for the ICHD-3 diagnostic criteria.