Headache (not specifically migraine) is usually listed as a side effect for most anti-depressants, so if you are vulnerable then it could well be contributing and making things worse. With me it was trial and error, so Prozac and Effexor were notably bad at triggering migraines while Celexa and Cymbalta were less problematic but I still occasionally got caught.

I don't know if you keep a journal or not, but it was by looking back at what meds I was on and counting the frequency of migraines that I spotted that Prozac was by far and away the biggest culprit for me.

Hope you get some relief soon.