Introduction Prior studies have estimated the burden of migraine in patients suffering from >= 4 monthly headache days (MHDs), but the burden experienced by migraineurs suffering from one to three (1-3) MHDs is unknown. The aim of this study was to examine the incremental burden of migraine in terms of health-related quality of life (HRQoL), impairments to work and daily activities, and healthcare resource utilization (HRU) in five European countries (France, Germany, Italy, Spain, and the UK (EU5]), by comparing migraineurs with >= 4 MHDs and migraineurs with 1-3 MHDs. Methods The sample for this retrospective cross-sectional study was collected from the 2017 National Health and Wellness Survey (N = 62,000). The Short-Form 12-Item Health Survey Instrument, version-2 physical and mental component summary (PCS and MCS) scores, Short-Form 6-dimensions (SF-6D), EuroQoL 5-dimensions (EQ-5D) and EuroQoL visual analog scale (VAS) scores, impairments to work productivity and daily activities (Work Productivity and Activity Impairment [WPAI] Questionnaire) scores, and HRU were compared between migraineur groups with >= 4 MHDs (4-7, intermediate-frequency episodic migraine; 8-14, high-frequency episodic migraine; >= 15 chronic migraine) and the migraineur subgroup with 1-3 MHDs (low-frequency episodic migraine) using generalized linear modeling after adjusting for covariates. Results Data from a total of 62,000 survey respondents were examined, of whom 1323 and 1569 were considered to have 1-3 MHDs and >= 4 MHDs (4-7 MHDs [n = 783]; 8-14 MHDs [n = 429]; >= 15 MHDs [n = 357]), respectively. The adjusted HRQoL was significantly lower in the 4-7 MHDs (for MCS and SF-6D scores;p < 0.0001) and 8-14 MHDs subgroups (for MCS, SF-6D, EQ-5D, and EuroQoL VAS scores,p < 0.0001; for PCS scores,p = 0.0007) than in the 1-3 MHDs subgroup. Migraineurs with 4-7 and 8-14 MHDs reported higher activity impairment and more frequent visits to healthcare providers (allp < 0.0001) and neurologists (p = 0.0006 andp < 0.0001, respectively) compared to the 1-3 MHDs subgroup. Migraineurs with >= 15 MHDs had significantly lower HRQoL and increased WPAI scores and HRU than the 1-3 MHDs subgroup. Conclusions This study provides evidence supporting the incremental burden of migraine, characterized by poorer HRQoL and increased WPAI scores and greater HRU, among migraineurs experiencing >= 4 MHDs compared with migraineurs experiencing 1-3 MHDs in the EU5.