The author used grounded theory methodology to explore the process of vigilance in women who had migraine headaches. Twenty-two women were interviewed. The basic social problem identified for women with migraines was the need to maintain function when faced with unpredictable bouts of pain and associated distress. One way women maximized their function was through the exercise of vigilance. Vigilance in these women can be conceptualized as the art of watching out. Watching out, the core category, had four subprocesses: assigning meaning to what is, calculating the risk, staying ready, and monitoring the results. Conditions for watching out were owning the label and making the connections. Deciding what to do and acting to maximize function were consequences of vigilance.