Migraine is often comorbid with psychiatric disorders such as major depression, bipolar disorder, and anxiety disorders. Although most of the research on psychiatric comorbidities and migraine is of an epidemiologic nature, a growing body of literature has investigated possible mechanisms underlying this relationship, such as medication overuse, serotonergic dysfunction, ovarian hormone fluctuations, and central sensitization. The present article overviews this growing literature and notes strategies for the clinical management of migraine patients with psychiatric comorbidities.