A migraine is a moderate to severe headache typically on one side of the head. A migraine attack is a headache that may be accompanied by throbbing, nausea, vomiting, sensitivity to light and sound, or other symptoms. Menstrual migraine (MM) is defined as migraine attacks that occur within the perimenstrual period (PMP) in at least 2 out of 3 menstrual cycles. The PMP is from 2 days before the onset of menstrual bleeding to 2 days after. This study will assess how safe and effective ubrogepant is in treating menstrual migraine. Adverse Events and change in disease activity will be assessed. Ubrogepant is an investigational drug being developed for short-term prevention of menstrual migraine. Participants will be randomly assigned to one of the 2 groups to receive either ubrogepant or placebo. Around 450 adult female participants with menstrual migraine will be enrolled in approximately 100 sites in the United States and Puerto Rico. Participants will receive oral ubrogepant tablets once daily for 7 consecutive days starting 3 days prior to estimated onset of menses per cycle for 3 PMPs during double-blind period (16 weeks). Eligible participants may continue to receive oral ubrogepant tablets once daily for 7 consecutive days per cycle starting 3 days prior to estimated onset of menses during open-label extension period (52 weeks). There may be higher treatment burden for participants in this trial compared to their standard of care. Participants will collect data daily in electronic diaries and attend regular visits during the study at a hospital or clinic. The effect of the treatment will be checked by medical assessments, blood tests, checking for side effects and completing questionnaires.