Migraine disease and major depressive disorder (aka clinical depression) are frequently comorbid conditions. Comorbid means that a person has both conditions at the same time, but neither is considered the cause of the other. Research has shown that 47% of Migraineurs are affected by depression.
An article in this week's edition of The Lancet based on World Health Organization (WHO) surveys concludes that depression produces the greatest decline in health compared with the chronic diseases

