Migraine and depression are common diseases in clinical practice. The comorbidity of migraine and depression makes clinical symptoms more complex and variable, reduces the therapeutic effect of the disease and affects the quality of life of patients. In recent years, the correlation between migraine and depression has been confirmed. Consulting relevant literature, it is found that there are certain similarities and correlations between migraine and depression from multiple perspectives. This article will mainly describe the comorbidity, influencing factors, correlation of pathogenesis and treatment.