We set out to study the role of psychiatric comorbidity in the evolution of migraine to medication overuse headache (MOH) by a comparative study of 41 migraineurs (MIG) and 41 patients suffering from MOH deriving from migraine. There was an excess risk of suffering from mood disorders [odds ratio (OR) = 4.5, 95% confidence interval (CI) 1.5, 13.5], anxiety (OR = 5, 95% CI 1.2, 10.7) and disorders associated with the use of psychoactive substances other than analgesics (OR = 7.6, 95% CI 2.2, 26.0) in MOH compared with MIG. Retrospective study of the order of occurrence of disorders showed that in the MOH group, psychiatric disorders occurred significantly more often before the transformation from migraine into MOH than after. There was no crossed-family transmission between MOH and psychiatric disorders, except for substance-related disorders. MOH patients have a greater risk of suffering from anxiety and depression, and these disorders may be a risk factor for the evolution of migraine into MOH. Moreover, MOH patients have a greater risk of suffering from substance-related disorders than MIG sufferers. This could be due to the fact that MOH is part of the spectrum of addictive disorders.