The association between exercise, exercise and migraine has been studied, albeit in a small number of studies.
So there are at least 10 controlled clinical studies dealing with this issue that have actually shown that exercise reduces the intensity and frequency of migraine attacks in many patients, as well as in tension-type headache patients. This is probably due to a number of changes that take place in our Central Nervous System that are associated with endogenous opioids and the endocannabinoid system certainly, but also with neuropeptides with the exotic names neuropeptides calcitonin gene-related peptide (CGRP) and brain-derived neurotrophic factor (BDNF).
Either way, exercise is something that every migraine or headache patient can try and see if it helps them with their headache. In my experience yoga or pilates type exercise, which generally appeals to most women and also solves other musculoskeletal issues, could be preferred.
Aerobic Fitness
Aerobic exercise and swimming are also high on priority. Exercise should be done at least 120 minutes a week divided into 3 or 4 times.
Epilogue
However, headache patients can try it and if they find that it doesn't help or that it makes their headaches worse, they can decide. It has no side effects and is a pleasant activity with many beneficial effects for the brain and body!