Primary dysmenorrhoea (PD) is chronic, cyclic, pelvic, spasmodic pain associated with menstruation in the absence of identifiable pathology and is typically known as menstrual cramps or period pain. PD is the most common gynaecological disorder in menstruating women. Despite treatments being available for PD, relatively few women consult a clinician about their symptoms, preferring not to use treatment, or to self-treat using non-pharmacological or over-the-counter interventions. The notion that exercise is effective in preventing and treating symptoms has prevailed for many years and led to the promotion of anecdotal belief that exercise is beneficial. Behavioural interventions such as exercise may not only reduce dysmenorrhoea, but also eliminate or reduce the need for medication to control menstrual cramps and other associated symptoms. With emphasis on data from experimental studies, this report seeks to review the available evidence regarding the role of exercise in the management of PD and menstruation-related symptomatology. Using key search terms, online bibliographical databases were searched from the beginning of each database to 1 April 2007. Despite the widespread belief that exercise can reduce PD, empirical support is limited. Evidence from observational studies was mixed. Several observational studies reported that physical activity/exercise was associated with reduced prevalence of dysmenorrhoea, although numerous other studies found no significant association between outcomes. Evidence from controlled trials suggests that exercise can reduce PD and associated symptoms, but these have been small and of low methodological quality. There are, however, several plausible mechanisms by which exercise might be effective in the management of PD. A large randomized controlled trial is required before women and clinicians are advised that exercise is likely to be effective in reducing PD and related menstrual symptoms.