Depressive disorders are currently diagnosed based on the ICD-10 and DSM-5 diagnostic criteria and include axial depressive symptoms and additional symptoms that must coexist for at least two weeks. Migraine is diagnosed based on the International Classification of Headache Disorders. It is generally divided into migraine with and without aura, and with regard to the frequency of attacks into episodic and chronic migraine. The therapeutic strategy in the treatment of depression is pharmacotherapy combined with psychotherapy, whereas in the treatment of migraine the strategy depends on the frequency of headache attacks (episodic migraine vs. chronic migraine) and comorbidities. A novelty is the introduction of monoclonal antibodies directed against CGRP or the receptor of CGRP. There are numerous reports which indicate specific usefulness of monoclonal antibodies that modify the action of CGRP in the treatment of migraine in people suffering from depression.