Background and purpose: Understanding migraine in a sex-specific manner is crucial for improving clinical care, diagnosis and therapy for both females and males. Here, data on sex differences are provided in the presentation of migraine in a large European-based population cohort, which is representative of the general population. Methods: A population-based study of 62,672 Danish blood donors (both present and previous donors), of whom 12,658 had migraine, was performed. All participants completed a 105-item diagnostic migraine questionnaire sent via an electronic mailing system (e-Boks) between May 2020 and August 2020. The questionnaire allowed for correct diagnosis of migraine according to the International Classification of Headache Disorders, third edition. Results: The migraine questionnaire was in-cohort validated and had a positive predictive value of 97% for any migraine, a specificity of 93% and a sensitivity of 93%. There were 9184 females (mean age 45.1 years) and 3434 males (mean age 48.0 years). The 3-month prevalence of migraine without aura was 11% in females and 3.59% in males. The 3-month prevalence of migraine with aura was 1.72% in females and 1.58% in males. In females, the age-related 3-month prevalence of migraine without aura increased markedly during childbearing age. In males, migraine both with and without aura showed less age variation. Females had a higher frequency of migraine attacks (odds ratio [OR] 1.22) but a lower frequency of non-migraine headaches (OR = 0.35). Females also had a greater intensity of pain, more unilateral and pulsatile pain, and exacerbation by physical activity (OR = 1.40–1.49) as well as more associated symptoms (OR = 1.26–1.98). Females carried 79% of the total migraine disease burden, which was almost exclusively driven by migraine without aura (77%), whilst there was no sex difference in the disease burden of migraine with aura. Conclusion: Females have more severe disease, resulting in a much higher migraine disease burden than indicated by prevalence alone.