Dataset refers to the validation of the Severity of Dependence Scale (SDS) in detecting dependence behaviors in patients with chronic migraine and medication overuse using the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV) and the Leeds Dependence Questionnaire (LDQ) as gold standard measures. In the dataset are reported scores in single items of the SDS and LDQ according to the diagnosis made by DSM-IV. Results highlighted significantly higher SDS scores in patients with substance dependence with respect to those without this diagnosis.