BACKGROUND Although anxiety and depression have been classified as distinct traits of affective disorders, previous studies have reported their co-occurrence in subjects with migraine. However, few reports are available on the clinical implications of this comorbidity. This study is to assess the comorbidity of anxiety and depression in subjects with migraine and its clinical implications in a population-based sample from Korea. METHODS We selected Korean subjects aged 19-69 years by the stratified random sampling method, and evaluated them using a semi-structured interview, designed to identify headache type, anxiety, and depression. We used Goldberg Anxiety Scale questions and Patient Health Questionnnaire-9 for the diagnosis of anxiety and depression, respectively. RESULTS Of the 2,762 participants who completed the interview, 147 subjects (5.4%) were classified as having a migraine during the previous year. Among these 147 subjects, 17 (11.6%) had anxiety and depression, 28 (19.0%) had anxiety alone, 9 (6.1%) had depression alone, and 93 (63.3%) had neither anxiety nor depression. Headache frequency per month was remarkably higher in subjects having migraine with anxiety and depression (median [25-75 percentile values], 8.0 [2.5-21.0]) than in those having migraine with anxiety alone (2.0 [1.0-5.0], p = 0.003), migraine with depression alone (1.0 [0.3-4.0], p = 0.001), and migraine without anxiety or depression (1.0 [0.3-3.0], p < 0.001). The migraine with anxiety alone (7.0 [6.0-8.0], p = 0.011) group and migraine with anxiety and depression (7.0 [5.0-9.0], p = 0.018) group showed higher Visual Analogue Scale scores for pain intensity compare to migraine without anxiety or depression (6.0 [5.0-7.0]) group. CONCLUSIONS Approximately 1/3 of migraineurs with anxiety had depression and 2/3 of migraineurs with depression had anxiety. Combination of anxiety and depression was associated with an increased headache frequency. Anxiety was associated with exacerbation of headache intensity.