Background Rosacea features increased neurovascular reactivity; migraine is a complex neurologic disorder characterized by recurrent episodes of headache associated with nausea and increased sensitivity to light and sound. Objective We evaluated the prevalence and risk of new-onset migraine in patients with rosacea. Methods All Danish individuals 18 years of age or older were linked in nationwide registers. Adjusted hazard ratios (HRs) were estimated by Cox regression. Results In the total cohort (n = 4,361,688), there were 49,475 patients with rosacea. Baseline prevalence of migraine was 7.3% and 12.1% in the reference population and in patients with rosacea, respectively. The fully adjusted HR of migraine was 1.31 (95% confidence interval 1.23-1.39) for patients with rosacea. Patients with phymatous rosacea (n = 594) had no increased risk of migraine (adjusted HR 0.45; 95% confidence interval 0.11-1.80), whereas patients with ocular rosacea (n = 6977) had a 69% increased risk (adjusted HR 1.69; 95% confidence interval 1.43-1.99). Notably, the risk was higher among patients age 50 years or older than in younger individuals, and the risk was only significant among women. Limitations We were unable to distinguish between migraine subtypes. Conclusion We found a significantly higher prevalence and risk of incident migraine especially in female patients with rosacea. These data add to the accumulating evidence for a link between rosacea and the central nervous system.