Researchers have found a connection between migraine headaches and depression. The research supports the idea that depression and migraines share related biological factors, possibly hormonal or with brain chemicals. The evidence was based on a recent study of 496 adults with a history of migraines, 151 individuals with severe headaches, and 539 people without headache problems. During the 2-year study conducted by the Henry Ford Health System, people with migraines were 5 times more likely than headache-free individuals to develop major depression. Those with depression at the beginning of the study were 3 times more likely to develop migraines.