Migraine is characterized by recurrent episodes of severe headache and has been ranked as the second most disabling medical condition in the world. In frequent or chronic migraine, preventive treatment is recommended; pharmacological, non-pharmacological or a combination of both. Aerobic exercise is an evidence-based alternative to non-pharmacological treatment of migraines and can decrease the number of migraine attacks, intensity, and duration of headaches, as well as increase quality of life. Exercise at a moderate to high intensity level, 3 times a week, 30 minutes, excluding warm up and cool down, is recommended.