Acute migraine could be associated with neurophysiological and cognitive changes. This study evaluates the neurophysiological changes in auditory information processing in adolescents with acute migraine by means of magnetoencephalography. The multifeature sound mismatch negativity (MMN) paradigm was used to study nine adolescents with an acute migraine and nine age- and gender-matched healthy controls. Latencies and amplitudes of M100, M150, M200, and MMNm responses were evaluated. Migraine subjects had smaller M150 amplitudes than healthy subjects. The latencies of MMNm response for the frequency change were delayed in both hemispheres in migraine subjects, as compared with healthy controls. Our results indicate that the function of neural substrates, responsible for different stages of auditory information processing, is impaired during the acute migraine. The identification of underlying cortical dysfunction during an acute migraine can lead to future identification of neurophysiological biomarkers for studying acute migraine and response to treatment.