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Background: Data are limited regarding the combined impact of headache frequency and failure of preventive medication (efficacy and/or tolerability) on the humanistic/economic burden of migraine. Methods: A retrospective, cross-sectional analysis of 2020 National Health and Wellness Survey (NHWS) data was conducted. An opt-in online survey identified adults in France, Germany, Italy, Spain, and United Kingdom with self-reported physician-diagnosed migraine. Participants with ≥ 4 monthly headache days (MHDs) were stratified by prior preventive medication use/failure (preventive naive; 0–1 failure; ≥ 2 failures). Quality-of-life and economic outcomes were compared among groups using generalized linear modeling. Results: Among individuals with ≥ 4 MHDs (n = 1106), the NHWS identified 298 (27%) with ≥ 2 failures, 308 (28%) with 0–1 failure, and 500 (45%) as preventive naive. Individuals with ≥ 2 failures versus preventive-naive individuals had significantly lower scores on the 12-Item Short Form Survey Physical Component Summary (42.2 vs 44.1; P < 0.005), numerically higher scores on the Mental Component Summary (39.5 vs 38.5; P = 0.145), significantly higher scores on the Migraine Disability Assessment (39.1 vs 34.0; P < 0.05), and significantly higher prevalence of depression symptoms (62% vs 47%; P < 0.001) and anxiety symptoms (42% vs 31%; P < 0.01). The ≥ 2 failures group versus the preventive-naive group also had significantly more functional impairment as assessed by mean numbers of migraine-specific missed work days (7.8 vs 4.3) and household activities days (14.3 vs 10.6) in the past 6 months (P < 0.001) as well as the prevalence of absenteeism (19% vs 13%), overall work impairment (53% vs 42%), and activity impairment (53% vs 47%) (all P < 0.05). Emergency department visits (0.7 vs 0.5; P = 0.001) and hospitalizations (0.5 vs 0.3; P < 0.001) in the past 6 months were significantly higher in the ≥ 2 failures group versus the preventive-naive group, while indirect costs (€13,720 vs €11,282) and the proportion of individuals with non-adherence during the past 7 days (73% vs 64%) were numerically higher. Conclusions: Increased burden, quality-of-life impairment, and functional impairment exist among individuals with migraine experiencing ≥ 4 MHDs and more treatment failures. While cause and directionality cannot be determined, these results suggest the need for effective preventive migraine treatments. [ABSTRACT FROM AUTHOR]