Migraine headaches are associated with sensory hyperreactivity and anxiety in the general population, but it is unknown whether this is also the case in autism spectrum disorders. This pilot study asked parents of 81 children (aged 7-17 years) with autism spectrum disorders to report their child's migraine occurrence, sensory hyperreactivity (Sensory Over-Responsivity Inventory), and anxiety symptoms (Spence Child Anxiety Scale). Children with autism spectrum disorders who experienced migraine headaches showed greater sensory hyperreactivity and anxiety symptomatology (p < 0.01; medium effect size for both) than those without migraines. Sensory hyperreactivity and anxiety symptomatology were additionally correlated (? = 0.31, p = 0.005). This study provides preliminary evidence for a link between migraine headaches, sensory hyperreactivity, and anxiety symptomatology in autism spectrum disorders, which may suggest strategies for subtyping and exploring a common pathogenesis.