Background Migraine is a prevalent disorder characterised by recurrent headache attacks preceded or accompanied by aura in a subgroup of patients. Migraine often occurs together with major depressive disorder (MDD). Alterations of adipokine levels have been reported both in migraine and in MDD. In this cross-sectional study, we aimed to assess the associations between serum leptin and adiponectin levels and migraine or migraine subtypes. Analyses were adjusted for a lifetime history of MDD in order to investigate the association between adipokines and migraine under consideration of depression status. Methods We included 3025 participants from the CoLaus/PsyCoLaus study. The impact of leptin and adiponectin levels on a diagnosis of migraine was analysed by binary regression analyses, adjusting for variables known to influence adipokine levels. Subgroup analyses were conducted based on the presence of aura. Results Crude leptin levels were significantly higher in subjects with migraine than controls (Mann-Whitney U = 515,102, p = 6 × 10-7). When performing adjusted analyses, leptin levels were found to be significantly higher in subjects with migraine (odds ratio = 1.22, p = 0.024) and migraine with aura (odds ratio = 1.34, p = 0.004). Conclusion High leptin levels might play a role in the pathogenesis of migraine and migraine with aura.