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By Mayo Clinic staffExercise headaches tend to occur more often when the weather is hot and humid, or if you're exercising at high altitudes. If you're prone to exercise headaches, you may want to avoid exercising in these types of conditions.
Some people experience exercise headaches only during the performance of certain activities, and may prevent their headaches by avoiding these activities. A warm-up prior to strenuous exercise also can help prevent exercise headaches.