This paper investigates the extent to which northern Nigerian households engage in internal migration to insure against ex ante and ex post agricultural risk due to weather-related variability and shocks. Data is used on the migration patterns of individuals over a 20-year period and temperature degree-days to identify agricultural risk. Controlling for ex ante and ex post risk, the authors find that households with higher ex ante risk are more likely to send migrants. Households facing hot shocks before the migrant’s move tend to keep their male migrants in closer proximity. These findings suggest that households use migration as a risk management strategy in response to both ex ante and ex post risk, but that migration responses are gender-specific. These findings have implications not only for understanding the insurance motives of households, but also potential policy responses tied to climatic warming.