OBJECTIVES: Depression and migraine often coexist with several studies reporting a bidirectional association.  Migraine with comorbid depression versus migraine alone may influence health care utilization and impact costs.  The purpose of this study was to determine the impact of depression on medical utilization and health expenses among subjects reporting migraine.  METHODS: The Medical Expenditure Panel Survey household component longitudinal data files (2006-2012) identified adults reporting migraine. Two groups of subjects with migraine were created from all eligible subjects: those with vs without comorbid depression.  Multivariable regression analyses identified socioeconomic factors associated with depression and assessed the impact of depression on all-cause and migraine-related health care expenses and the likelihood of emergency department (ED) visit.   RESULTS: Among 2,400 subjects with migraine (representing 54.3 million individuals in the United States for years 2006-2012), 33.9% reported depression. Race, sex, perceived health status, insurance coverage, and severity of comorbidity were significantly associated with the occurrence of depression in subjects with migraine. Total all-cause and migraine-related health expenses in subjects with migraine and depression were 85.9% and 50.7% higher than in subjects with migraine alone respectively. Subjects with migraine and depression were 36% more likely to show an ED visit than those with migraine alone. CONCLUSIONS: Comorbid depression in subjects with migraine was associated with higher total all-cause and migraine-related health care expenses, and an increased likelihood for ED visits.