Patients with chronic daily headache have high frequencies of psychiatric comorbidity or psychologic distress in clinic-based studies. The presence of psychologic distress contributes to poor quality of life in patients with chronic daily headache. Antidepressants are effective in the treatment of chronic daily headache and its comorbid depression symptoms, although there is a discrepancy in the treatment response between chronic daily headache and comorbid depression. Comorbid major depression was a poor outcome predictor for chronic daily headache in clinic-based studies; however, the presence of psychologic distress did not predict the prognosis in population-based studies.A systematic investigation of psychiatric comorbidity is emphasized in patients with chronic daily headache and aims at a more comprehensive clinical management. Large-scale, longitudinal surveys and clinical trials specifically for psychiatric comorbidity of chronic daily headache are warranted to answer whether a syndromic relationship exists between different chronic daily headache subtypes and different psychiatric disorders, and to provide evidence-based treatment options for this large group of patients.