Anecdotal beliefs that exercise is an effective treatment for primary dysmenorrhoea have prevailed for many years although evidence is contradictory. Previous studies have also contained a number of methodological inadequacies. A questionnaire that assessed menstrual pain and levels of exercise was administered to 654 university students. Attempts were made to blind the purpose of the study. A response rate of 91.3% (597/654) was obtained. Analyses showed no association between participation in exercise and primary dysmenorrhoea. Prospective studies would be useful in further research.