Objective: A strong association has been established between migraine and depression. However, this is the first study to differentiate in a large sample of migraine patients for symptom dimensions of the affective disorder spectrum. Methods: Migraine patients (n. =. 3174) from the LUMINA (Leiden University Medical Centre Migraine Neuro-analysis Program) study and patients with current psychopathology (n = 1129), past psychopathology (n = 477), and healthy controls (n = 561) from the NESDA (Netherlands Study of Depression and Anxiety) study, were compared for three symptom dimensions of depression and anxiety. The dimensions -lack of positive affect (depression specific); negative affect (nonspecific); and somatic arousal (anxiety specific)- were assessed by a shortened adaptation of the Mood and Anxiety Symptom Questionnaire (MASQ-D30). Within the migraine group, the association with migraine specific determinants was established. Multivariate regression analyses were conducted. Results: Migraine patients differed significantly (p < 0.001) from healthy controls for all three dimensions: Cohen's d effect sizes were 0.37 for lack of positive affect, 0.68 for negative affect, and 0.75 for somatic arousal. For the lack of positive affect and negative affect dimensions, migraine patients were predominantly similar to the past psychopathology group. For the somatic arousal dimension, migraine patients scores were more comparable with the current psychopathology group. Migraine specific determinants for high scores on all dimensions were high frequency of attacks and cutaneous allodynia during attacks. Conclusion: This study shows that affective symptoms in migraine patients are especially associated with the somatic arousal component.