The fifth edition of the Diagnostic and Statistic Manual (DSM-5) reclassified some mental disorders recently. Post-traumatic stress disorder (PTSD) is in a new section termed "trauma- and stressor-related disorder". Community-based studies have shown that PTSD is associated with a notably high suicidal risk. In addition to previous findings of comorbidity between chronic daily headache (CDH) and both depressive disorders and anxiety disorders, recent data suggest that frequency of childhood maltreatment, PTSD, and suicidality are also increased in CDH. CDH patients with migraine aura are especially at risk of suicidal ideation. Research suggests that migraine attack, aura, frequency, and chronicity may all be related to serotonergic dysfunction. Vulnerability to PTSD and suicidality are also linked to brain serotonin function, including polymorphisms in the serotonin transporter gene (5-HTTLPR). In the present review, we focus on recent advances in knowledge of traumatic experiences in childhood, PTSD, and suicidality in relation to migraine and CDH. We hypothesize that vulnerability to PTSD is associated with migraine attack, migraine aura, and CDH. We further postulate that these associations may explain some of the elevated suicidal risks among patients with migraine, migraine aura, and/or CDH. Field studies are required to support these hypotheses.