Migraine characteristics are associated with impaired functioning and quality of life (Fn/QoL), but the impact of other factors on Fn/QoL in headache patients is largely unexplored. We examined catastrophizing, comorbid anxiety/depression and migraine characteristics as related to Fn/QoL, and explored the consistency of these relationships across five Fn/QoL measures. We evaluated 232 frequent migraine sufferers for comorbid psychiatric diagnosis, and they completed anxiety, depression and catastrophizing measures, recorded migraine characteristics in a diary and completed five Fn/QoL measures (four self-report questionnaires, one diary disability measure). Backward regression revealed catastrophizing and severity of associated symptoms (photophobia, phonophobia, nausea) independently predicted Fn/QoL across all five measures (β weights 0.16–0.50, all P < 0.01). This is the first demonstration that a psychological response to migraines (catastrophizing) is associated with impaired Fn/QoL independent of migraine characteristics and other demographic and psychological variables. Severity of associated symptoms also emerged as an important contributor to Fn/QoL.