Headaches. Headaches and migraine headaches are fairly common in people with depression. If you already had migraine headaches, they may become worse if you’re depressed. The relationship between depression and migraine headaches, which affect more than 10 percent of Americans, is especially close. One study found that over a two-year period, a person with a history of major depression was three times more likely than average to have a first migraine attack, and a person with a history of migraine was five times more likely than average to have a first episode of depression.
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