Investigations of migraine comorbidity have confirmed its association with diverse psychiatric conditions. This association appears to be strongest for major depression and anxiety disorders (particularly panic and phobia), but increased comorbidity has also been reported with substance abuse and certain mood disorders. This literature also indicates that greater psychiatric comorbidity exists for migraine sufferers with aura than without. Some support is found for the notion that psychiatric comorbidity is higher in transformed migraine than in simple migraine (particularly in the case of chronic substance abuse). However, research into the possible mechanisms underlying these associations remains limited. Studies examining the order of onset and the cross-transmission of migraine and psychiatric disorders in families have been unable to distinguish fully between causal and common aetiological models of association. The conclusions are discussed in light of both methodological and conceptual issues relevant to understanding migraine comorbidity.