This proposed study seeks to examine whether adding an aerobic exercise prescription to a behavioral treatment program for chronic headaches will improve headache frequency and intensity, headache-related disability, and mood. It is hypothesized that participants who receive the exercise prescription at the start of treatment will show greater gains than those who receive the prescription halfway through treatment. It is also predicted that participants who begin the exercise component halfway through treatment will demonstrate greater improvement in the second half of treatment compared to the first half.