Migraine is a debilitating disease in the world today. Depression, stress and anxiety could be mentioned as the most important psychological correlates of migraine. The present study was to investigate the effectiveness of dialectical behavior therapy on depression, stress, anxiety and migraine's symptoms. This quasi-experimental intervention was conducted as a pretest-posttest design with experimental and control groups. The population consisted of all the migraine patients in 5 neurological clinics of the Iran Medical Sciences University. Then, 30 patients from the population agreed to collaborate in the treatment and randomly assigned into two groups (n = 15 per group). The instruments applied in this study was Ahvaz migraine headache questionnaire (Najarian, 1998), and the short version of the Depression Anxiety Stress (DASS-21) Scale (Lovibond & Lovibond, 1995). The dialectical behavior therapy program was conducted for interventional group within 12 sessions. Data was compared through covariance analysis. The results showed a significant difference between the two groups, and we observed reduction of depression, stress, anxiety and migraine's symptoms of DBT group compared with the control group. The implicit inference of this study showed the effectiveness of dialectical behavior therapy on decreasing the level of migraine's symptoms and this effect along with the reduction of depression, anxiety and also stress.