To date the effects of physical therapy or exercise in headaches has hardly been analysed. Conflicting results in previous studies might be due to the low number of clinical trials plus an indiscriminate application of different techniques. As different pathogenic mechanisms seem to be involved in each headache, the most appropriate techniques might differ in each case. Future research should address the evaluation of specific physical therapy procedures for each headache disorder, and the identification of those subgroups of patients who are most likely to benefit from a particular intervention.