We have studied the association between migraine and major depression in a group of 133 probands with major depression, a group of 82 normal community controls and 400 interviewed first-degree relatives of the probands and controls. There was a significant association between depression and migraine among both the probands and the relatives. We also found that concomitant symptoms of anxiety were prominent among the depressed persons with migraine. Both depression and migraine were strongly familial but their association did not appear to be highly transmissible. Rather, our data suggested that depression may either be a sequela of migraine or the diathesis which results in both migraine and depression.