We present data regarding the association of psychiatric syndromes and migraine headache from a prospective epidemiologic cohort study of 27- and 28-year-olds in Zurich, Switzerland. The prevalence of migraine of 13.3% approximates estimates from previous epidemiologic studies in other regions of the world. Consistent with previous reports, there was a strong association between migraine and depression. However, this is the first study to demonstrate this association in an unselected epidemiologic sample with standardized assessment of psychiatric diagnoses by direct interview. The association between migraine and the anxiety disorders was even stronger than that for the affective disorders. The combination of anxiety disorder and major depression, but not pure anxiety disorders, nor pure depression, were significantly associated with migraine. Our data suggest that migraine with anxiety and depression may constitute a distinct syndrome comprising anxiety, often manifested in early childhood, followed by the occurrence of migraine headaches, and then by discrete episodes of depressive disorder in adulthood. Because of the prospective longitudinal design of this study, future assessments of this cohort will provide further information on the stability of these findings and the course of this cohort as subjects proceed through adulthood.