The goal of the present study was to investigate the clinical profile of patients with primary headache syndromes who also suffer from mood disorders. Four-hundred-and-seventy headache outpatients (170M, 300F) and 150 age- and sex-matched healthy subjects were screened using a specific questionnaire that included the Hamilton rating scales for anxiety and depression. The average scores of the Hamilton rating scales for anxiety and depression were significantly higher in headache sufferers (17.4 and 14.2, respectively) than in healthy people (6.8 and 5.7, respectively). The frequency of headache attacks, the history of headaches, and gender (women more than men) were correlated with the score of the Hamilton rating scale for both anxiety and depression. Sixteen headache patients (3.4%) achieved the DSM-IV criteria for major depression or dysthymia versus one among headache-free subjects (0.6%; OR 5.2). Patients suffering from drug-overuse and migraine with aura showed the higher odds ratios (35 and 17, respectively). These results suggest that those headache patients with long history and high frequency of headaches, or patients suffering from migraine with aura and drug-overuse might benefit from psychiatric evaluation.