Objective: To examine the relationship between migraine and major depressio
n, by estimating the risk for first-onset major depression associated with
prior migraine and the risk for first migraine associated with prior major
depression. We also examined the extent to which comorbidity with major dep
ression is specific to migraine or is observed in other severe headaches. M
ethods: Representative samples of persons 25 to 55 years of age with migrai
ne or other severe headaches (i.e., disabling headaches without migraine fe
atures) and controls with no history of severe headaches were identified by
a telephone survey and later interviewed in person to ascertain history of
common psychiatric disorders. Results: Lifetime prevalence of major depres
sion was approximately three times higher in persons with migraine and in p
ersons with severe headaches compared with controls. Significant bidirectio
nal relationships were observed between major edepression and migraine, wit
h migraine predicting first-onset depression and depression predicting firs
t-onset migraine. In contrast, persons with severe headaches had a higher i
ncidence of first-onset major depression (hazard ratio = 3.6), but major de
pression did not predict a significantly increased incidence of other sever
e headaches (hazard ratio = 1.6). Conclusions: The contrasting results rega
rding the relationship of major depression with migraine versus other sever
e headaches suggest that different causes may underlie the co-occurrence of
major depression in persons with migraine compared with persons with other
severe headaches.