Background Preclinical evidence supports the immunoregulatory role of calcitonin gene-related peptide (CGRP) in migraine pathophysiology. The increasing use of anti-CGRP therapies in patients with migraine and other comorbidities raises the question whether the potential use of anti-CGRP monoclonal antibodies (CGRP-mAbs) therapies in combination with other immunological therapies is effective and safe. Methods This multicenter study included patients with migraine receiving CGRP-mAbs combined with immunosuppressive and immunomodulatory treatments. Clinical and demographic data, treatment history, laboratory markers and treatment-emergent adverse events (TEAEs) were analyzed. Effectiveness outcomes included the change in monthly migraine days (MMD) and monthly headache days (MHD) at 3, 6, 9 and 12 months, alongside the > 50% response rate. Moreover, autoimmune disease progression was also evaluated. We explored differences between patients with and without autoimmune disease activation. Results Among 89 patients, there were 80 (90%) females with a mean age of 50 years (SD: 11), who had a high prevalence of psychiatric comorbidities (anxiety 44%, depression 49%) and medication overuse (68%). Patients receiving immunological treatments experienced significant reductions in MMD and MHD, with MMD decreasing from 16 (SD: 7) at baseline to 9 (SD: 8) at 6 months, and MHD dropping from 23 (SD: 8) to 17 (SD: 11). A 50% response in MMD was achieved by 46% at 6 months. TEAEs were reported in 28%, most commonly constipation (16%) and dizziness (9%). Conclusions CGRP-mAbs therapies combined with immunological treatments appear effective and safe in patients with autoimmune diseases. Larger prospective studies are necessary to confirm these findings and optimize management strategies.