The objective of this study was to evaluate both the presence and intensity of depressive symptoms in patients with episodic migraine (EM) and transformed migraine (TM) or chronic migraine, comparing them with a control group. Beck Depression Inventory (BDI) was used for this purpose. The median of BDI score of the control group was significantly lower than the EM and TM groups (p<0.0005). Either the EM or the TM did not show any significant difference in relation to the median of BDI scores (p=0.12). The TM group showed a higher frequency of severe depression when analyzed qualitatively by dependence analysis. Symptoms of severe depression by means of qualitative analysis may strengthen a co-morbidity between depression and transformed migraine. This association might be considered rather a factor of TM perpetuation than a risk factor for the transformation of EM into TM.