Psychiatric conditions such as major depressive disorder, generalized anxiety disorder, post-traumatic stress disorder, bipolar disorder, attention deficit hyperactivity disorder, and panic disorders are comorbid psychiatric disorders that can be present in people with migraine. The bidirectional relationship between migraine and associated psychiatric comorbidities can be explained by environmental and genetic factors and common pathophysiological mechanisms. Diagnosis of psychiatric comorbidities can be time-consuming and difficult; however, screening tools, a comprehensive understanding of the patient, and a multidisciplinary approach can be advantageous for the patient. There are a variety of pharmacologic agents for migraine management that can be beneficial, including the management of psychiatric comorbidity and other associated conditions such as sleep disorders. Before choosing a medication, the practitioner and patient must weigh the likelihood of therapeutic benefit, the risk of side effects, and the possibility of interactions with other medications or conditions.