A 57 year-old woman with benign exertional headaches induced by swimming is described. The headaches were bilateral, throbbing and occurred while swimming. She had a history of occasional similar headaches while straining during bowel movements. The neurological examination and computed tomographic (CT) scanning were normal. The electroencephalogram (EEG) had diffuse alpha activity, and no symptoms or significant changes of the EEG were triggered by the Valsalva maneuver, which causes a transient increase in cranial blood pressure and alters the normal vascular balance. She has stopped swimming and since then has never had a headache. No medications were needed. This case demonstrates that not all headaches are triggered by intracranial lesions. Benign exertional headaches should also be considered in the differential diagnosis of this type of headache in the elderly.