This chapter focuses on the psychiatric comorbidities of migraine and other headache disorders. Anxiety disorders have been found to be significantly associated with migraine in both clinical and community-based studies. Patients with migraine and tension-type headache exhibit psychiatric illnesses at a disproportionately higher rate than individuals with no history of recurrent headache. Unidirectional causal models suggest that an index disease increases the risk of the comorbid disorder. Psychiatric comorbidities can influence the frequency and severity of migraine, and impact disease prognosis, treatment, and clinical outcomes. Some psychiatric comorbidity, including depression and anxiety, has been associated with increasing migraine attack frequency, or progression from episodic to chronic migraine. Rates of psychiatric comorbidity are even higher among persons with more frequent headache. The high rates of psychiatric comorbidity with migraine highlights the importance for healthcare professionals (HCPs) to maintain diagnostic vigilance and provide appropriate treatment or referrals when necessary.