A growing body of literature has implicated comorbid psychopathology as a potential risk factor for the chronification of migraine. Of the psychiatric disorders, depressive and anxiety disorders have been most consistently associated with the chronification of migraine. A shared dysfunction of the serotonergic system, medication overuse, and psychological factors have been proposed to mediate this relationship, although the responsible mechanisms are still largely unclear. This article overviews literature on psychiatric comorbidities and migraine chronification, considers mechanisms underlying this relationship, and notes directions for future clinical and empirical work.