Multiple epidemiologic studies have reported a strong comorbidity between migraine and various psychiatric disorders. Migraine, depression and anxiety could share neurobiological abnormalities in the same neuronal networks. Derangement in central monoaminergic systems is probably the major physiopathological event involved. Abnormalities of metabolism of glutamate and GABA, substances controlling the balance, respectively, between excitation and inhibition in the central nervous system, have also been suggested. A mitochondrial cellular energy failure in the brain of migraine sufferers and psychiatric patients has finally been hypothesized. An antidepressive action of triptans has been suggested. Several antidepressant drugs play a role in migraine prevention. Some antiepileptic drugs have shown to be effective in the treatment of migraine and psychiatric disorders. Nutritional supplements acting on mitochondrial metabolism could improve migraine and depression.