The objective of this cross-sectional study was to determine the prevalence of migraine headache among depressed Latino adolescents of Mexican American origin. This is, to the best of our knowledge, the first study of the prevalence of migraine among depressed adolescents of any ethnic/racial background. In a mental health clinic for the indigent, 132 consecutive Latino adolescents fulfilling the DSM-IV criteria for major depressive episode were compared with a sample of adolescents with other mental disorders. Logistic regression was used to test for associations and control for confounding effects. The prevalence of migraine headache among depressed adolescents was 6 times greater than that of the comparison patients (OR = 5.98, z = 2.35, p = 0.019). This finding is consistent with previously published reports involving adult samples, in which the prevalence of migraine was found to exceed that in the general population. However, contrary to what we previously found in Latino adults, the prevalence of migraine was not higher in bipolar than in unipolar adolescents.