Depression can make any underlying medical problem worse.
As a person who has had a chronic severe migraine for over 30 years keeping myself buttressed against despair and anger is as big a job as managing the pain.
Make sure your treatment covers both problems.
When your pain breaks through your last abortive and there are 5 days until you can refill life can be pretty damn dark. If you make yourself busy helping others or work toward a goal you feel like you've achieved something and you don't spend as much time worrying about yourself.