Migraine is the most common type of primary headache with disabling brain dysfunction. The prevalence of the migraine in Chinese population is 9.3%, and the ratio of female to male is 3∶1, which seriously affect people′s quality of life. Depression is one of the most common psychiatric disorders in migraine comorbidity. Compared with non-migraine patients, the risk of depression comorbidity in migraine patients is more than 2.5 times higher. The frequency and severity of migraine are closely related to depressive symptoms. Depressive symptoms have different effects on headache-related pain signal transduction, which is susceptible to neuroendocrine network disorders in the process of transmission from thalamus to cortex. Neuroendocrine network plays an important role in the depression of migraine comorbidity. Therefore, exploring the pathogenesis of neuroendocrine network in comorbidity provides a theoretical basis for screening more suitable depressive drugs for migraine comorbidity.