Background: Anti-CGRP (receptor) antibodies are approved for the preventive treatment of migraines and are increasingly used due to their favorable safety profile and potent efficacy. However, as CGRP is one of the most potent vasodilators, concerns have been raised regarding the possible impact of these drugs on arterial blood pressure. Methods: We present a retrospective cohort study at a tertiary headache center including a total of 259 patients with episodic and chronic migraine who received anti-CGRP antibody treatment for migraine prevention. Blood pressure was measured in a hospital using a standardized setting at baseline and at least at two follow-up visits. Significant increase in blood pressure was defined as an increase in systolic blood pressure ≥ 20 mmHg and/or an increase in diastolic blood pressure ≥ 10 mmHg from the baseline value. Results: Mean age of our population was 39.9 years (±12.1), and 217 (83.8%) were female. Blood pressure measurements between T0 and T2, incorporating all CGRP-antibody groups, showed a significant reduction in systolic (−3.3 mmHg; p = 0.001) and diastolic blood pressure (−2.3 mmHg; p = 0.021), respectively. The repeated-measures generalized linear model analysis revealed no significant variations between the CGRP antibodies relative to blood pressure. The most robust factor predicting systolic hypertensive measurements in the course of anti-CGRP antibody treatment was pre-existing hypertension at baseline (sum of mean squares 7.4; p = 0.019). Conclusions: Our data indicate that treatment with anti-CGRP (receptor) antibodies does not significantly increase blood pressure. However, it seems to be important to monitor patients with pre-existing arterial hypertension.