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People with celiac disease often report having headaches, and many people have speculated that gluten might trigger both celiac disease and migraine.
I have reviewed some of the research studies over the past 10 years: while there is some evidence to suggest that celiacs have a greater incidence of migraine, it is much less clear whether gluten is actually a trigger, or just an "innocent bystander":
http://ultimateglutenfree.com/2012/05/does-gluten-cause-migraine-headaches/
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