In a prospective study of a random sample of 1,007 young adults, we examined the association between migraine and psychiatric disorder, physical complaints, indicators of functional impairment, and use of mental health services. A history of migraine was associated with increased lifetime rates of major depression, anxiety disorders, illicit drug use disorders, nicotine dependence, and suicide attempts. Compared with subjects without a history of migraine, those with such a history had significantly more physical symptoms and were more likely to report job absenteeism, assess their general health as fair or poor, and use mental health services. Follow-up data, gathered 14 months after the baseline interview, revealed that subjects with a history of migraine at the baseline had significantly increased rates of first incidence major depression and panic disorder during the interval period (odds ratio (OR) for major depression = 4.2, 95% confidence interval (CI) 2.0-9.2; and OR for panic disorder = 12.8, 95% CI 4.1-39.8). The risk for these psychiatric disorders in persons with prior history of migraine was unrelated to the recentness of their migraine attacks. These findings suggest that the link between migraine, major depression and anxiety might reflect a common predisposition.