Objectives.- To investigate (1) whether shared genetic factors influence migraine and anxious depression; (2) whether the genetic architecture of migraine depends on anxious depression; (3) whether the association between migraine and anxious depression is causal. Background.- Migraine and anxious depression frequently occur together, but little is known about the mechanisms causing this association. Methods.- A twin study was conducted to model the genetic architecture of migraine and anxious depression and the covariance between them. Anxious depression was also added to the model as a moderator variable to examine whether anxious depression affects the genetic architecture of migraine. Causal models were explored with the co-twin control method. Results.- Modest but significant phenotypic (rP = 0.28), genetic (rG = 0.30), and nonshared environmental (rE = 0.26) correlations were found between the 2 traits. Interestingly, the heritability of migraine depended on the level of anxious depression: the higher the anxious depression score, the lower the relative contribution of genetic factors to the individual differences in migraine susceptibility. The observed risk patterns in discordant twins are most consistent with a bidirectional causal relationship. Conclusions.- These findings confirm the genetic association between migraine and anxious depression and are consistent with a syndromic association between the 2 traits. This highlights the importance of taking comorbidity into account in genetic studies of migraine, especially in the context of selection for large-scale genotyping efforts. Genetic studies may be most effective when migraine with and without comorbid anxious depression are treated as separate phenotypes. © 2010 American Headache Society.