The aim of this study was to explore the impact of mental illness among patients with migraine. We performed MedLine and PsycINFO searches from 1980 to 2008. Research has systematically documented a strong bidirectional association between migraine and psychiatric disorders. The relationship between migraine and psychopathology has often been clinically discussed rather than systematically studied. Future research should include sound methodologically-based studies focusing on the interplay of factors behind the relationship between migraine, suicide risk, and mental illness.