Purpose: Stress and migraine are often comorbid. However, no studies have examined stress severity in a sample of migraine patients. That is why this study investigated the determinants of stress level in a sample of migraine patients with a family history of migraine (MWFH) in Saudi Arabia. Material and Methods: A quantitative observational study with a cross-sectional data collection and convenient sampling of (MWFH) was performed in Madinah, Saudi Arabia. Participants completed the Perceived Stress Scale-4 (PSS-4) and a list of items to register clinical history and demographics information. Results: Out of eight independent variables that were explored, only two variables —both sleep related, i.e., insufficient sleep (β = 0.22, p = 0.04) and non-refreshing sleep (β = 0.22, p = 0.04), F(8, 127) = 5.13, p < 0.001, R2 = 0.244—were associated with stress severity. The majority of (MWFH) were female (73.7%), recorded a lack of habitual physical activity (56.2%), received treatment for co-morbidities (56.9%), reported sleep insufficiency (54%), non-refreshing sleep (52.6%) and traumatic incidents (50.4%). Discussion: Stress severity increased with sleep complaints, indicating a comorbidity of stress–sleep problems among migraine patients with a family history of migraine.