Sport and exercise-induced migraines are difficult to distinguish from benign exertional headaches and other headache syndromes. Exertion can be the sole cause, or may be among multiple triggers for an individual's headache. Because approximately 10% of these headaches have an organic origin, a careful history and physical examination is necessary. The hallmark of treatment for exercise-induced migraines tends to be proper warm-up before exercise, minimization of environmental risks, proper sleep hygiene, and good nutrition and hydration; however, in many cases, the pharmacologic solutions that are applied to other types of headaches may also be necessary. Because there is a lack of large trial studies on the athletic headache population, more research on the topic is needed in the future to help clarify the mechanisms, classification, and treatments of these headaches.