Background Migraine is a complex neurological disorder that is not limited to headache attacks; it can affect cognitive, behavioral, and emotional processes. This study aims to examine whether individuals with episodic migraine and healthy controls differ in impulsivity and decision-making styles and to evaluate the relationships among these variables. Method This cross-sectional study included patients with episodic migraine and age- and sex-matched healthy controls. All assessments were performed during the interictal period. Impulsivity was assessed using the Barratt Impulsiveness Scale (BIS-11), decision-making styles using the Melbourne Decision Making Questionnaire (MDMQ), migraine disability using the Migraine Disability Assessment Scale (MIDAS), depression using the Beck Depression Inventory (BDI), and anxiety levels using the Generalized Anxiety Disorder-7 (GAD-7). In addition to between-group comparisons, correlation, hierarchical regression, and exploratory cross-sectional indirect-association (mediation) analyses were performed. The mediation analyses were cross-sectional and exploratory. Results A total of 200 participants (100 patients with episodic migraine and 100 healthy controls) were included. In the migraine group, levels of impulsivity (BIS-11), depression (BDI), and anxiety (GAD-7) were found to be significantly higher compared to healthy controls ( p < 0.001 for all comparisons). The maladaptive decision-making styles of hypervigilance, procrastination, and buck-passing were significantly increased in the migraine group; the only style for which no significant between-group difference was found was vigilance ( p = 0.098). Correlation analyses revealed a positive relationship between total impulsivity scores and procrastination ( r = 0.478, p < 0.001) and buck-passing ( r = 0.412, p < 0.001). Exploratory indirect-association analyses indicated that the relationships between migraine and procrastination and buck-passing were expressed as indirect statistical associations operating through impulsivity ( p < 0.001 for both). Conclusion Individuals with episodic migraine showed higher impulsivity, anxiety, and some maladaptive decision-making styles than healthy controls. Exploratory analyses suggest that some of the decision-making style differences observed between individuals with migraine and healthy controls may be associated with accompanying psychological characteristics such as impulsivity, rather than being attributable directly to the migraine diagnosis. However, because these findings are based on cross-sectional data, they should not be interpreted as causal mechanisms.