The analysis of 20 separate studies, in the journal Neurology, showed changes in the brain's white matter and tiny lesions could be detected.
However, the reason for the differences and their impact are unclear.
Experts said more research needed to be conducted to explain the findings.
Dr Messoud Ashina, from the University of Copenhagen, said: "As a neurologist I see many patients with migraine who ask - does it damage my brain?"
He reviewed studies which had used MRI scans to examine the brains of patients with migraine.
It showed "white matter abnormalities" and mini-stroke like lesions were more common in migraine sufferers - particularly those who experience "aura" symptoms - than in people without migraines.
Dr Ashina said: "Migraine is associated with structural changes, but how and why we don't know".
Dr Mark Weatherall, a neurologist at Charing Cross hospital in London and the Migraine Trust, said: "It's a very interesting and useful exercise to have done this and it reinforces the question, what are we seeing?
"These changes, what do they mean, are they real, are they relevant and are they indicating progressive changes in the brain?"
Dr Fayyaz Ahmed, chair of the British Association for the Study of Headache, said: "It's been well known for some time that migraineurs, particularly those with aura, have silent high signal intensity lesions in the brain more than the general population. However, the significance of this remains uncertain.
"It would be too premature to say that a migraineur's brain is at high risk of future structural or functional problems unless there are long term longitudinal studies done."
There are structural differences in parts of the brain between people who have migraines and those who do not, according to a review by Danish researchers.