In analgesic clinical trials, adverse events are reported for the painkiller under evaluation and compared with adverse events in the placebo group. Interestingly, patients who receive the placebo often report a high frequency of adverse events, but little is understood about the nature of these negative effects. In the present study, we compared the rates of adverse events reported in the placebo arms of clinical trials for three classes of anti-migraine drugs: NSAIDs, triptans and anticonvulsants. We identified 73 clinical trials in 69 studies describing adverse events in placebo groups: 8 were clinical trials with NSAIDs, 56 were trials with triptans, and 9 were trials with anticonvulsants. Studies were selected of all Medline/PubMed or CENTRAL referenced trials published until 2007. Adverse event profiles of the three classes were compared using a systematic review approach. We found that the rate of adverse events in the placebo arms of trials with anti-migraine drugs was high. In addition, and most interestingly, the adverse events in the placebo arms corresponded to those of the anti-migraine medication against which the placebo was compared. For example, anorexia and memory difficulties, which are typical adverse events of anticonvulsants, were present only in the placebo arm of these trials. These results suggest that the adverse events in placebo arms of clinical trials of anti-migraine medications depend on the adverse events of the active medication against which the placebo is compared. These findings are in accordance with the expectation theory of placebo and nocebo effects.