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Background Migraine represents a serious burden for national health systems. However, preventive treatment is not optimally applied to reduce the severity and frequency of headache attacks and the related expenses. Our aim was to assess the persistence to traditional migraine prophylaxis available in Spain and its relationship with the healthcare resource use (HRU) and costs. Methods Retrospective observational study with retrospective cohort design of individuals with migraine treated with oral preventive medication for the first time from 01/01/2016 to 30/06/2018. One-year follow-up information was retrieved from the Big-Pac™ database. According to their one-year persistence to oral prophylaxis, two study groups were created and describe regarding HRU and healthcare direct and indirect costs using 95% confidence intervals (CI). The analysis of covariance (ANCOVA) was performed as a sensitivity analysis. Patients were considered persistent if they continued on preventive treatment until the end of the study or switched medications within 60 days or less since the last prescription. Non-persistent were those who permanently discontinued or re-initiated a treatment after 60 days. Results Seven thousand eight hundred sixty-six patients started preventive treatment (mean age (SD) 48.2 (14.8) and 80.4% women), of whom 2,545 (32.4%) were persistent for 6 months and 2,390 (30.4%) for 12 months. Most used first-line preventive treatments were antidepressants (3,642; 46.3%) followed by antiepileptics (1,738; 22.1%) and beta-blockers (1,399; 17.8%). The acute treatments prescribed concomitantly with preventives were NSAIDs (4,530; 57.6%), followed by triptans (2,217; 28.2%). First-time preventive treatment prescribers were mostly primary care physicians (6,044; 76.8%) followed by neurologists (1,221; 15.5%). Non-persistent patients required a higher number of primary care visits (mean difference (95%CI): 3.0 (2.6;3.4)) and days of sick leave (2.7 (0.8;4.5)) than the persistent ones. The mean annual expenditure was €622 (415; 829) higher in patients who not persisted on migraine prophylactic treatment. Conclusions In this study, we observed a high discontinuation rate for migraine prophylaxis which is related to an increase in HRU and costs for non-persistent patients. These results suggest that the treatment adherence implies not only a clinical benefit but also a reduction in HRU and costs.