Introduction: Studies have shown an association between migraine and psychiatric disorders like depression where a bidirectional etiology exists. Aim: To study the prevalence of migraine among depressed patients and to correlate the severity of migraine and depression. Methodology: The included 152 outpatients who were diagnosed with depressive disorder and recurrent depressive disorder using the ICD 10 diagnostic criteria. They were then given the Hamilton Depression Rating Scale (HAM-D). Migraine was diagnosed using the International Headache Society (IHS) diagnostic criteria of migraine and rated using the Migraine Disability Assessment Score (MIDAS). Data were analyzed using chi-square test, independent sample t test and Pearson’s correlation. Results: The study included 152 patients with depression. There is a 35.5% prevalence of migraine was seen in depressed patients. In 75.9% of cases, migraine was previously un-diagnosed. There was a significant association between presence of migraine and female sex (?2= 5.32, p=0.02), student status (?2 =; 1.5 p