On Medscape:  Migraine Linked to Celiac Disease March 2003

Pub Med abstracts: 

RESULTS:At CD diagnosis, 37% of patients complained headache that affected daily activities and 32% showed positive OSA [obstructive sleep apnea] score. The EEG examinations revealed abnormal finding in 48% of children. After 6 months of GFD headache disappeared in 72% of children and EEG abnormalities in 78%; all children showed negative OSA score.
Role of the gluten-free diet on neurological-EEG findings and sleep disordered breathing in children with celiac disease.
PMID:25457448  Oct 2014

Moreover, data in the literature show a strong, growing association of homocysteine with epilepsy and migraine in non-coeliac subjects.
The role of hyperhomocysteinemia in neurological features associated with coeliac disease.
PMID:23891042 Oct 2013

CONCLUSION: This is the first randomised, cross-over study in migraineurs, showing that diet restriction based on IgG antibodies is an effective strategy in reducing the frequency of migraine attacks. [Free full text available on PubMed]
Diet restriction in migraine, based on IgG against foods: a clinical double-blind, randomised, cross-over trial. 
PMID: 20647174  July 2010

CONCLUSIONS:: We recorded-in our geographical area-a high frequency of headaches in patients with CD and vice versa with a beneficial effect of a gluten-free diet. Screening for CD could be advised in the diagnostic work-up of patients with headache.
Headache in Pediatric Patients With Celiac Disease and Its Prevalence as a Diagnostic Clue.
PMID: 19543115  June 2009

DISCUSSION: The mechanisms of vascular involvement in celiac disease are controversial. The most widely incriminated factor is autoimmune central nervous system vasculitis, in which tissue transglutaminase, the main auto-antigen contributing to maintaining the integrity of endothelium tissue, plays a major role. Other mechanisms are still debated, mainly vitamin deficiency. CONCLUSION: Being a potentially treatable cause of ischemic stroke, celiac disease must be considered as a potential etiology of stroke of unknown cause, particularly in young patients, and even without gastrointestinal manifestations.
Celiac disease and ischemic stroke
PMID: 19144365   Jan 2009

Increased risk for coeliac disease in paediatric patients with migraine.
PMID: 18624809  July 2008

CONCLUSION: According to the results obtained, serum IgG antibodies to common food should be investigated in patients with migraine.
Food allergy mediated by IgG antibodies associated with migraine in adults. 
PMID: 18693538  Sept 2007

A woman with daily headaches.
PMID: 16362649   Apr 2005

We describe the case of a female patient affected by migraine and untreated adult celiac disease who presented with a state of acute migraine accompanied by multiple neurological deficits, including transient cortical blindness with ischemic CT and MRI alterations, and hypocoagulation due to factor VII deficiency. There was a prompt response to cortisone therapy followed by a state of complete well-being, which also led to the disappearance of migraine attacks after five years of dietary treatment alone.
Migraine, cortical blindness, multiple cerebral infarctions and hypocoagulopathy in celiac disease.  PMID: 12827546  June 2003

During the 6 months of gluten free diet, one of the four patients had no migraine attacks, and the remaining three patients experienced an improvement in frequency, duration, and intensity of migraine. Single photon emission CT studies showed a regional baseline reduction in brain tracer uptake in all four patients. Such reduction in uptake completely resolved at follow-up. Our results suggest that a significant proportion of patients with migraine may have CD, and that a gluten free diet may lead to a improvement in the migraine in these patients.
Association between migraine and Celiac disease: results from a preliminary case-control and therapeutic study.
PMID: 12650798  Mar 2003 

The occurrence of headache, dysthymia and signs of peripheral neuropathy was significantly higher in patients with celiac disease than in control subjects. Adherence to a strict gluten-free diet was associated with a significant reduction of headache, dysthymia, cramps and weakness, but did not modify the occurrence of paresthesia or hyporeflexia. Neurological signs and symptoms are associated with celiac disease and can be ameliorated by a gluten-free diet.
Clinical and neurological abnormalities in adult celiac disease.
PMID: 14716525  Dec 2003

We report on a patient with headache since 3 years of age in which the headache the only manifestation of CD. The diagnosis of CD was made at 11 years, when he came at our observation for episodes of headache. Also the older sister is found affected by CD. After three months of gluten free diet, it was obtained the complete resolution of the headache. Also if the pathogenesis of the headache in patient with CD is unknown we think that a autoimmune, vascular or blood flow mechanism could be ipotizeable.
Headache as atypical presentation of celiac disease: report of a clinical case
PMID: 11594166 Mar 2001

All experienced episodic headache, six had unsteadiness, and four had gait ataxia. MRI abnormalities varied from confluent areas of high signal throughout the white matter to foci of high signal scattered in both hemispheres. Symptomatic response to gluten-free diet was seen in nine patients.
Headache and CNS white matter abnormalities associated with gluten sensitivity. PMID:11171908  Feb 2001

Headache is the commonest clinical symptom during childhood and adolescence, from a neurologist's point of view. The pathophysiology of migraine and tension headache involve personality and biochemical factors, such as serotonin, which are also common in coeliac disease.
The prevalence of headache in a population of patients with coeliac disease
PMID: 11333382  Feb 2001

In our patient, treatment of coeliac disease coincided with total disappearance of severe migraine attacks. Moreover, the coeliac disease was first revealed during the evaluation of a migraine with aura.
Migraine and coeliac disease
PMID: 11398309  Sep 1998

The commonest foods causing reactions were wheat (78%), orange (65%), eggs (45%), tea and coffee (40% each), chocolate and milk (37%) each), beef (35%), and corn, cane sugar, and yeast (33% each). When an average of ten common foods were avoided there was a dramatic fall in the number of headaches per month, 85% of patients becoming headache-free.
Food allergies and migraine.
PMID: 87628  May 1975