Background: Chronic migraines result in debilitating pain requiring complex and multifaceted daily management, including acting purposefully to attenuate symptoms and decrease impairment. Experiencing migraines may be more psychologically challenging for adolescent and young adult (AYA) women due to complex and recurrent stressors. Purpose: This study examined the relationships between illness specific cognitive appraisal mechanisms (i.e., illness uncertainty and illness intrusiveness) and psychological adjustment (i.e., anxious and depressive symptoms) in AYA women with self-reported chronic migraines. Methods: AYA women (N = 74, M[subscript age] = 20.19, SD = 3.41) with chronic migraines completed measures of illness uncertainty, illness intrusiveness, anxious, and depressive symptoms. Results: Two hierarchical regression analyses indicated that illness uncertainty (B = 0.44, p < 0.001) and intrusiveness (B = 0.27, p = 0.026) significantly predicted anxious, F(4, 68) = 12.83, p < 0.001, and depressive symptoms, F(4, 68) = 8.48, p < 0.001, B = 0.31, p = 0.021 and B = 0.27, p = 0.037. Discussion: Greater illness uncertainty and illness intrusiveness were associated with greater anxious and depressive symptoms. Thus, it may be that AYA women who experience chronic migraines have increased perceptions of ambiguity, unpredictability, and disruption to their life that significantly contribute to their psychological adjustment outcomes. Translation to Health Education Practice: This study demonstrates a need for health education on the role of illness related cognitive appraisal mechanisms for AYA women with chronic migraines.