This study investigated the intensity of stress, anxiety and depression in a sample of 141 migraineurs compared with a control group of 109 non-migraine workers matched for age and sex. Stress was measured using the Perceived Stress Questionnaire, and anxiety and depression using the Hospital Anxiety and Depression Scale. Results indicated that stress and anxiety were higher in the migraine group than in the control group and above the clinical level. Depression scores remained low in both groups, under clinical relevance. Stress is a primordial factor in the triggering and perpetuation of migraine attacks. The high score of the items ‘morning fatigue’, ‘intrusive thoughts about work’, ‘feeling under pressure’, ‘impatience’, and ‘irritability’ of the stress questionnaire in the migraineurs is particularly significant in the intensive stress response. It seems necessary to manage stress to improve the daily life of migraineurs and to study the link between stress, anxiety and migraine.