Adipose tissue is a dynamic neuroendocrine organ that is involved in multiple physiological and pathological processes, and when excessive, results in obesity. Clinical and population-based data suggest that migraine and chronic daily headache are associated with obesity, as estimated by anthropometric indices. In addition, translational and basic science research shows multiple areas of overlap between migraine pathophysiology and the central and peripheral pathways regulating feeding. Specifically, neurotransmittors such as serotonin, peptides such as orexin, and adipocytokines such as adiponectin and leptin have been suggested to have roles in both feeding and migraine. In this article, we first review the definition and ascertainment of obesity. This is followed by a review of the clinical and population-based studies evaluating the associations between obesity and chronic daily headache and migraine. We then discuss the central and peripheral pathways involved in the regulation of feeding, where it overlaps with migraine pathophysiology, and where future research may be headed in light of these data.