Review the Tips on Action Planning, then create an action plan for your type of headache:
Regular activity releases "feel good" substances in the brain that can reduce how often you get headaches and how bad they are. Exercising up to 30 minutes or more a day, three to five times a week, can make a big difference. The more often you exercise, the less likely you are to experience the type of stress that can cause a headache. How do you like to be active? Walking is easy and great for most people. Yoga has been shown to be effective for people who get migraines.
Note: Although certain activities may trigger headaches in some people, or make them worse once the headache has started, for most people exercise is very helpful.