Various studies on the association of migraine with depression are published. The comorbidity may upgrade health conditions up to a critical degree. Besides, the duration of symptoms and treatment may be prolonged. Moreover, these conditions can force substantial financial and social hardships on patients and their families. In this literature review, we intend to examine the evidence obtained on the possible associations between migraine and major depressive disorder (MDD). This review is focused on aminergic neurons. One of the variables associated with patients who experience both of these two diseases might have a history of assault. In migraine and MDD patients, genetic evidence, such as single nucleotide polymorphisms (SNP), was found to be one of the associations. Another theory concluded that actual headache diagnosed in patients who received no treatment manifests a history of anxiety, and later, the patients display severe somatic symptoms. In conclusion, there is a robust molecular genetic background, explaining the relationship between migraines and MDD. This correlated data renders a combination of both diagnoses as single separate entities. However, further studies are encouraged to point out the issue of treatment strategies.