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Background: Migraines affect women more than men and originate from interactions of genetic and environmental factors. This study assessed the prevalence of migraines in Ontario, Canada and the effect of gender and stress on migraines. Methods: Our analysis was based on data from 42,282 persons 12 years or older who participated in the 2013–2014 Canadian Community Health Survey. Multivariate log-binomial model was used to calculate adjusted prevalence ratios for migraines associated with individual and joint exposures of female gender and stress. We used relative excess risk due to interaction (RERI), attributable proportion (AP), and synergy index (S index) to measure additive interaction. Results: The prevalence of migraines was 10.7%. The adjusted prevalence ratios were 2.37 (95% CI 2.13–2.63) for female versus male, 1.63 (95% CI 1.39–1.90) for persons with high versus low levels of stress, and 3.38 (95% CI 3.00–3.80) for women with high stress versus men with low stress. The RERI estimate was 0.38 (95% CI 0.04–0.73), the AP estimate was 0.11 (95% CI 0.02–0.21), and the S index was 1.19 (95% CI 1.01–1.41). Conclusion: We report 10.7% prevalence of migraines and synergism between female gender and stress on risk of migraine, suggesting health interventions targeting women under stress may be beneficial.