Women have long been advised that exercise is among the best pain relievers for painful periods. But a new Cochrane Review (also published in July, 2010, issue of Obstetrics & Gynecology) indicates that research confirming that advice is inconclusive.
Yet, the data on exercise and dysmenorrhea are quite limited, and only one clinical trial met review standards. The main outcome measure was the change in The MOOS Menstrual Distress Questionnaire (MDQ) after three cycles of treatment. The MDQ is commonly used in menstrual cycle research (and also commonly criticized). Exercise was found to improve MDQ scores within three cycles. This Cochrane review offers some preliminary, although not robust, evidence for the effectiveness of exercise in the treatment of dysmenorrhea.
So if exercise helps your period pain, keep it up!