Neurological disorders, especially migraines, pose a significant global burden. This has driven the recent innovative research being conducted in the field of anti-migraine therapies, including the discovery of Zavegepant for the treatment of acute migraine attacks. Zavegepant is a novel, first-in-class, intranasally administered calcitonin gene-related peptide (CGRP) receptor antagonist that has recently been approved for use in acute migraine attacks. Recent randomized controlled trials comparing Zavegepant with a placebo have demonstrated favorable results with respect to primary endpoints, as well as a desirable safety profile. The current first-line therapy consists of oral triptans, which are associated with lower efficacy, weaker safety profile, and an unsatisfactory preference rate among patients. Moreover, the intranasal method of administration is a characteristic advantage of Zavegepant, as patients suffering from acute migraine attacks cannot easily ingest oral medication, due to severe nausea and vomiting. In this mini-review, the efficacy and safety of Zavegepant will be compared with those of alternative treatments available for migraines, including oral triptans, intranasal triptans, and other CGRP antagonists currently available in the market. With currently available research, Zavegepant holds superiority over other forms of treatment and can be included in the current treatment guidelines for migraine attacks. However, further research is necessary to effectively assess Zavegepant’s long-term efficacy, safety, tolerability, and drug–drug interactions.