The International Headache Society applies the term exertional headache to head pain precipitated by exertion. The Society recognizes cough headache and sexual headache as distinct diagnoses. All three types of headache share characteristics and mechanisms, and together may be considered as headache provoked by exertional factors ( Table 1). In distinction to more typical headaches, such as tension-type headaches or migraine, HAPEF is brief, lasting seconds to minutes, and begins immediately following the precipitating exertion. Headache provoked by exertional factors may occur by itself, or in association with headaches that are not exertional. Secondary (or symptomatic) HAPEF arises as a result of an underlying disorder; primary (or benign) HAPEF has no underlying cause. Clinicians must consider HAPEF potentially serious until appropriate investigations are undertaken. Fortunately, disorders that underlie secondary headaches usually become apparent with examination or laboratory testing. Clinical features of the headaches may also offer a clue (Table 2). Several theories have been put forth to explain the underlying mechanism of exertional, cough, and sexual headache. The leading explanation regarding all three involves exertional factors leading to a sudden increase in intracranial pressure or an inappropriate reaction in the cerebral vasculature. Because exertion may also be a migraine trigger, neural hypersensitivity, similar to migraine, may also play a role in HAPEF. The literature contains only several small case studies that deal with treatment of exertional headache, and just one double blind, placebo-controlled study. The consensus to date is that secondary HAPEF resolves if the underlying illness can be treated; primary HAPEF responds well to prophylactic treatment. Treatment strategy varies little among headaches precipitated by cough, sex, or other forms of exertion. Avoidance strategies, sometimes combined with medication (particularly indomethacin), can effectively treat headaches produced by exertional factors in most cases.