BackgroundPrevious epidemiological and other studies have shown an association between major depressive disorder (MDD) and migraine. However, the causal relationship between them remains unclear. Therefore, this study aimed to investigate the causal relationship between MDD and migraine using a bidirectional, two-sample Mendelian randomization (MR) approach.MethodsData on MDD and migraine, including subtypes with aura migraine (MA) and without aura migraine (MO), were gathered from a publicly available genome-wide association study (GWAS). Single nucleotide polymorphisms (SNPs) utilized as instrumental variables (IVs) were then screened by adjusting the intensity of the connection and removing linkage disequilibrium. To explore causal effects, inverse variance weighting (IVW) was used as the primary analysis method, with weighted median, MR-Egger, simple mode, and weighted mode used as supplementary analytic methods. Furthermore, heterogeneity and pleiotropy tests were carried out. Cochran’s Q-test with IVW and MR-Egger was used to assess heterogeneity. Pleiotropy testing was carried out using the MR-Egger intercept and MR-PRESSO analysis methods. A leave-one-out analysis was also used to evaluate the stability of the findings. Finally, we used migraine (MA and MO) levels to deduce reverse causality with MDD risk.ResultsRandom effects IVW results were (MDD-Migraine: odds ratio (OR), 1.606, 95% confidence interval (CI), 1.324–1.949, p = 1.52E-06; MDD-MA: OR, 1.400, 95%CI, 1.067–1.8378, p = 0.015; MDD-MO: OR, 1.814, 95%CI, 1.277–2.578, p = 0.0008), indicating a causal relationship between MDD levels and increased risk of migraine (including MA and MO). In the inverse MR analysis, the findings were all negative, while in sensitivity analyses, the results were robust except for the study of MA with MDD.ConclusionOur study confirms a causal relationship between MDD levels and increased risk of migraine, MA, and MO. There was little evidence in the reverse MR analysis to suggest a causal genetic relationship between migraine (MA and MO) and MDD risk levels.