Migraine is a chronic neurological disease characterized by recurrent moderate to severe headaches during a period like one month often in association with symptoms in human brain and autonomic nervous system. Normally, migraine symptoms can be categorized into four different stages: inter-ictal, pre-ictal, ictal, and post-ictal stages. Since migraine patients are difficulty knowing when they will suffer migraine attacks, therefore, early detection becomes an important issue, especially for low-frequency migraine patients who have less than 5 times attacks per month. The main goal of this study is to develop a migraine-stage classification system based on migraineurs' resting-state EEG power. We collect migraineurs' O1 and O2 EEG activities during closing eyes from occipital lobe to identify pre-ictal and non-pre-ictal stages. Self-Constructing Neural Fuzzy Inference Network (SONFIN) is adopted as the classifier in the migraine stages classification which can reach the better classification accuracy (66%) in comparison with other classifiers. The proposed system is helpful for migraineurs to obtain better treatment at the right time.