Headaches and depression sometimes go together, mingling - painfully - in the gray area of cause and effect. People with chronic symptoms of headache pain could be predisposed to bouts of depression. Likewise, people with chronic depression become vulnerable to headaches. It's another of life's cruel cycles.
Seasonal affective disorder, or SAD, is a type of depression that seems to be related to the amount of daylight to which people are exposed. Similar to those with clinical depression, people with seasonal affective disorder may also experience headaches as a symptom of their condition.