Our aim was to measure and compare the link between pain patients and the different kinds of analgesic medications they use by the Leeds Dependence Questionnaire (LDQ). This is a self-completion 10-item instrument to measure the severity of dependence upon a variety of substances. LDQ was administered to 200 episodic migraine patients (EM group), 77 chronic migraine patients (CM group) overusing acute medications, and 114 patients suffering from rheumatic disease (RD group), consecutively attending the Headache Centre or the Rheumatology Clinic of the University Hospital of Modena in the course of the first semester of 2007. The link with analgesics was greater in migraine patients than in patients with rheumatic disease, since the LDQ total score was significantly higher in the EM (6.65 ± 0.32, P < 0.005) and CM groups (9.61 ± 0.59, P < 0.0001) than in the RD group (5.17 ± 0.37) (Kruskal–Wallis and Mann–Whitney U-tests). Migraine patients were significantly more linked to triptans and to combined medications than to non-steroidal anti-inflammatory drugs. The strength of the link between migraine patients and the analgesic medications they take could represent a factor of vulnerability: overusing these medications could develop medication overuse headache.