Migraine and depression are highly prevalent disorders with a strong bidirectional comorbidity: migraine patients have an increased risk for depression and patients suffering from depression have an increased risk for migraine. This comorbidity could be due to an underlying common pathophysiological mechanism. Chronification of migraine further increases the chance of developing depression, and vice versa. Misuse of migraine attack medication plays an important role in the development of chronic migraine. It is important for general practitioners, psychiatrists and neurologists to be alert to the comorbidity of migraine and depression. It is recommended that different hospital specialists should be involved in both the diagnosis and treatment of patients with comorbidity of migraine and depression.