Chronic migraine is a highly burdening neurological condition that is often associated with psychiatric complications such as distress symptoms. Many studies showed that pain interference may determine different degrees of adaptation to the condition, while other findings suggest that traumatic experiences are common in individuals suffering from chronic migraine. Failures in reflective functioning may be useful for the understanding of how these experiences may impact one's individual functioning. The present study sought to test the hypothesis that an association between traumatic experiences and general distress (depression, anxiety, and stress) in individuals with chronic migraine would be mediated by failures in reflective functioning, also examining the relations with pain interference. 332 individuals (93% women) with a clinical diagnosis of chronic migraine (M = 37.89; SD = 10.74) filled out a protocol to assess traumatic experiences, failures in reflective functioning, pain interference, and general distress. Structural Equation Modelling was used to assess the relationship between the observed variables. Significant paths were found from traumatic experiences to failures in reflective functioning, pain interference, and distress. Furthermore, significant paths were found from failures in reflective functioning to pain interference and distress. Furthermore, a significant path was found from pain interference to distress. Moreover, significant indirect effects were found from traumatic experiences to distress via failures in reflective functioning, and from traumatic experiences to distress by pain interference. Results underscore the importance of both traumatic experiences and failures in reflective functioning for determining levels of distress in individuals with chronic migraine. The implications of the findings for future empirical investigation and clinical intervention were deepened.