Some patients with headache report that they have frequently used physical therapies such as application of cold to relieve their headache. There are only a few reported studies related to cold therapies in patients with migraine. In this study, we investigated the effect of cold application on migraine patients. Twenty-eight migraine patients were included. Cold therapy was administered to them by gel cap. Patients used this cap during their two migraine attacks. Before and after the cold therapy, headache severity was recorded by using visual analogue scale (VAS). Patients used this cap for 25 min in each application. They recorded their VAS score just after the therapy and 25 min, 1 h, 2 h and 3 h later. Two patients could not use this therapy due to side effects (one due to cold intolerance and one due to vertigo) in both applications. Therefore, therapeutic efficacy was evaluated in 26 patients. Twenty-five minutes after treatment of the first attack, VAS score was decreased from 7.89 +/- 1.93 to 5.54 +/- 2.96 (P < 0.01). Twenty-five minutes after treatment of the second attack, VAS score was decreased from 7.7 +/- 1.8 to 5.4 +/- 3.55 (P < 0.01). Cold application alone may be effective in some patients suffering from migraine attacks. Its combination with conventional drugs should be investigated in future studies.