Background The current subclassification of migraine is according to headache frequency and aura status. The variability in migraine symptoms, disease course, and response to treatment suggest the presence of additional heterogeneity or subclasses within migraine. Objective The study objective was to subclassify migraine via a data‐driven approach, identifying latent factors by jointly exploiting multiple sets of brain structural features obtained via magnetic resonance imaging (MRI). Methods Migraineurs ( n = 66) and healthy controls ( n = 54) had brain MRI measurements of cortical thickness, cortical surface area, and volumes for 68 regions. A multimodality factor mixture model was used to subclassify MRIs and to determine the brain structural factors that most contributed to the subclassification. Clinical characteristics of subjects in each subgroup were compared. Results Automated MRI classification divided the subjects into two subgroups. Migraineurs in subgroup #1 had more severe allodynia symptoms during migraines (6.1 ± 5.3 vs. 3.6 ± 3.2, P = .03), more years with migraine (19.2 ± 11.3 years vs 13 ± 8.3 years, P = .01), and higher Migraine Disability Assessment (MIDAS) scores (25 ± 22.9 vs 15.7 ± 12.2, P = .04). There were not differences in headache frequency or migraine aura status between the two subgroups. Conclusions Data‐driven subclassification of brain MRIs based upon structural measurements identified two subgroups. Amongst migraineurs, the subgroups differed in allodynia symptom severity, years with migraine, and migraine‐related disability. Since allodynia is associated with this imaging‐based subclassification of migraine and prior publications suggest that allodynia impacts migraine treatment response and disease prognosis, future migraine diagnostic criteria could consider allodynia when defining migraine subgroups.