Our purpose was to examine the association between personality traits, depression and migraine in the long term. In 56 women with migraine a psychological assessment was carried out to assess the presence of major depression, and the Minnesota Multiphasic Personality Inventory (MMPI) and the State and Trait Anxiety Inventory (STAI) were administered at baseline (T0) and after 6–7 years (T2). Frequency, severity and duration of migraine were recorded at T0, after treatment (T1) and at T2, and their relation to the prevalence of depression and to the MMPI and STAI data was examined (anova, Student's t-test, χ2 analysis, and multiple regression analysis). Pain parameters improved in all patients in T0–T1, but at T2 were higher in patients with depression at T0. The patients whose migraine improved at T2 had, at T0 and T2, significantly lower MMPI and STAI scores. Multiple regression analysis showed a correlation of the MMPI depression score and STAI 1,2 scores at T0 with headache frequency at T2. We conclude that the co-occurrence of migraine, personality changes and depression in women does not appear to influence the results of treatment at short-term, but it seems to be influential on headache history in the long term.