Chronic migraine is considered a complication of episodic migraine. Several risk factors, which may be modifiable or non-modifiable, make varying contributions to the progression towards chronification. Every year 2.5% of patients with episodic migraine go on to suffer chronic migraine. Experimental studies point to a dysfunction in the descending pain modulatory system that would facilitate nociceptive afferents, in the absence of damage to tissues, and so chronic migraine would share a pathogenesis that is similar to that of fibromyalgia, irritable bowel syndrome or chronic tension-type headache (conditions that frequently coexist). This paper reviews the risk factors and the scientific evidence of the possible pathogenic mechanisms involved in the progression towards chronification.