Studies on the prevalence and impact of psychiatric disorders among headache patients have yielded findings that have clarified the relationship between migraine and major affective disorders, anxiety, illicit drug abuse, nicotine dependence, and suicide attempts. Studies in both clinical and community-based settings have demonstrated an association between migraine and a number of specific psychiatric disorders. In large-scale population-based studies, persons with migraine are from 2.2 to 4.0 times more likely to have depression. In longitudinal studies, the evidence supports a bidirectional relationship between migraine and depression, with each disorder increasing the risk of the other disorder. Although a strong association has been demonstrated consistently for migraine and major depression, especially for migraine with aura, there has been less systematic research on the links between migraine and bipolar disorder. This review will focus on the way in which psychiatric disorders decrease the quality of life and result in a worse prognosis, chronicity of the disease, and a worse response to treatment. Short-term pharmaceutical care intervention improves the patients' mental health, but it does not significantly change the number and severity of headaches. The increase in self-efficacy and mental health associated with pharmaceutical care may be instrumental in improving the long-term pharmacotherapy of patients with migraine and headache.