Hand in hand, migraine and major depressive disorder (MDD) particularlyin particular, share, without a doubt, multiple complicatedcomplex variables. Both of these diseases influence day to day responsibility of patients and, subsequently, lead to cause the patients to execute any job with a challengechallenges for them in the execution of daily tasks. These diseases are chronic and influence the patient’s quality of life and their daily functioning and learned behaviors. Within this literature review, we propose a few associationassociated pieces of evidence that wewe have identified between migraine and major depressive disorder (MDD). We learned that aminergic neurons were one of the variables when we discussed their pathophysiology. In migraine and MDD patients, we observed a genetic prediction such as SNP. Scientific analysis wasanalyses were reviewed and analyzed and it was concluded that active headache patients who had no treatment suffersuffered from anxiety and had severe somatic symptoms. In the brain of migraine and MDD patients, we observed changes in the prefrontal cortex, especially the left medial area. Also seen changesChanges were also observed in the temporal-occipital gyrus and thalamus. There is a diminished level of serotonin observed in patients who are comorbidwere co-morbid with migraine and MDD. The pain threshold also perceived in migraines, and MDD patients, was found out to decrease. We identified that there iswas no personality trait in patients with migraine and MDD.