According to a recent study women who have migraine or had migraine in the past are at a higher risk of developing depression.

A total of 6,456 women had current or past migraine. During an average 14 years of follow-up, 3,971 of the women developed depression.
Women with any history of migraine were about 40 percent more likely to develop depression than women without a history of migraine. The results were the same regardless if a woman had migraine with aura, which involves visual disturbances that appear as flashing lights, zigzag lines or a temporary loss of vision.
"This is one of the first large studies to examine the association between migraine and the development of depression over time," said Tobias Kurth, MD, ScD, with Brigham and Women's Hospital in Boston and Inserm in France and a Fellow of the American Academy of Neurology. "We hope our findings will encourage doctors to speak to their migraine patients about the risk of depression and potential ways to prevent depression."
Source-Eurekalert