Clinical and epidemiologic evidence suggests that migraine co-occurs with psychopathology, including specific anxiety disorders. To examine this association, survey data from a population-based study of more than 10,000 respondents were used to determine if individuals with a history of panic attacks were at greater risk of having specific headaches in the week preceding an interview. Four types of headache were defined. Of these, only migraine was strongly associated with panic attacks. Given the high prevalence of both migraine and panic attacks and evidence that they often co-occur, treatment implications are discussed for this comorbidity.