Opioids should not be used for the treatment of migraine. This brief review explores why not. Alternative acute and preventive agents should always be explored. Opioids do not work well clinically in migraine. No randomized controlled study shows pain-free results with opioids in the treatment of migraine. Saper and colleagues' 5-year study showed minimal effectiveness, with many contract violations, interfering with the therapeutic alliance. The physiologic consequences of opioid use are adverse, occur quickly, and can be permanent. Decreased gray matter, release of calcitonin gene-related peptide, dynorphin, and pro-inflammatory peptides, and activation of excitatory glutamate receptors are all associated with opioid exposure. Opioids are pro-nociceptive, prevent reversal of migraine central sensitization, and interfere with triptan effectiveness. Opioids precipitate bad clinical outcomes, especially transformation to daily headache. They cause disease progression, comorbidity, and excessive health care consumption. Use of opioids in migraine is pennywise and pound foolish.