Background: There is a lack of studies that explore the possible association between body weight, psychological symptoms, and migraine severity in pediatric populations. The purpose of the study was to explore: (1) the association between body weight and the frequency of migraine attacks, (2) the possible differences in anxiety and depression symptoms according to the frequency of attacks and body weight, and (3) the possible mediating role of anxiety and/or depression in the association between body weight and frequency of migraine attacks in children.Methods: One hundred and eleven children/adolescents with migraine were included (47 boys and 64 girls; mean age 11.7; ±2.4 years). The patients were classified as: (1) high frequency patients, reporting from weekly to daily episodes and (2) low frequency patients, with ≤3 episodes per month. According to their body mass index percentiles, the patients were divided in “Normal weight” (from ≥5 to