A study carried out in the US has found that people who suffer from depression are also more likely to suffer from migraine.
Their research reveals that even "typical" migraine sufferers consistently report lower mental, physical and social well-being than those who do not have migraines.
Doctors from the Albert Einstein College of Medicine in New York examined the health history of 768 people, half of whom suffered from migraines.
They found that 47% of those with migraine also experienced bouts of depression.
This compared to just 17% of those who do not suffer from severe headaches.
Their research, which looked at patients in both the US and UK, found that while migraine and depression are linked, they have independent causes.
Dr Richard Lipton, from the Albert Einstein College of Medicine, said: "It seems logical migraine patients would be depressed because of their pain.
"But it goes the other way too - depressed patients are more likely to have migraine.
"We think the two disorders must have a common neurobiology."
A second study, carried out by researchers in Holland, found that migraines can seriously affect peoples lives.
Their study looked at almost 6,000 people, 10% of whom suffered from migraines.
It found that migraine sufferers felt they had a very poor quality of life. Most believed their quality of life was even lower in mental and social aspects than people who suffered from asthma or chronic musculoskeletal pain.
However, they said they believed they were able to do more physically than people with those conditions.
Dr Lenore Launer, from the National Institute on Ageing in Bethesda, Holland, said the unpredictability of migraines were a major problem.
"We knew that people who saw a doctor experienced limitations in their quality of life, but now we see more clearly how everybody with migraine is affected.
"Migraine sufferers are very affected emotionally. It may come from the unpredictability of when attacks occur and the limited ability to control it once it starts."
Migraines affect approximately 10% of the UK population, most of whom are women.