Migraine therapy has reached a stage beyond the stage of therapy in depression due to the knowledge of the key neuropeptides (e.g. CGRP, but also pituitary adenylate cyclase-activating polypeptide, neuropeptide Y, and vasoactive intestinal peptide) involved in the onset and progression of migraine, although we do not yet completely understand their (relative) contributions, especially in the context of the heterogeneous manifestations and treatment responses in migraine patients. This evidence concerns the gene NPY and major depressive disorder.