Migraine, as the seventh most disabling neurological disease with 26.9% prevalence in Saudi females, lacks studies on identifying associated genes and pathways with migraines in the Arab population. This case control study aims to identify the migraine-associated novel genes and risk variants. More than 1900 Arab ancestry young female college students were screened: 103 fulfilled the ICHD-3 criteria for migraine and 20 cases confirmed in the neurology clinic were included for the study with age-matched healthy controls. DNA from blood samples were subjected to paired-end whole-exome sequencing. After quality control, 3365343 missense, frameshift, missense splice region variants and insertion–deletion (indels) polymorphisms were tested for association with migraine. Significant variants were validated using Sanger sequencing. A total of 17 (p-value 9.091 × 10−05) functional variants in 12 genes (RETNLB, SCAI, ADH4, ESPL1, CPT2, FLG, PPP4R1, SERPINB5, ZNF66, ETAA1, EXO1 and CPA6) were associated with higher migraine risk, including a stop-gained frameshift (-13-14*SX) variant in the gene RETNLB (rs5851607; p-value 3.446 × 10−06). Gene analysis revealed that half of the significant novel migraine risk genes were expressed in the temporal lobe (p-value 0.0058) of the cerebral cortex. This is the first study exploring the migraine risk of 17 functional variants in 12 genes among Saudi female migraineurs of Arab ancestry using whole-exome sequencing. Half of the significant genes were expressed in the temporal lobe, which expands migraine pathophysiology and early identification using biomarkers for research possibilities on personalised genetics.