To compare the preventive treatment benefits of amitriptyline and aerobic exercise or amitriptyline alone in patients with chronic migraine. Method: Sixty patients, both genders, aged between 18 and 50 years, with a diagnosis of chronic migraine, were randomized in groups called amitriptyline and aerobic exercise or amitriptyline alone. The following parameters were evaluated: headache frequency, intensity and duration of headache, days of the analgesic medication use, body mass index (BMI), Beck Depression Inventory (BDI) and Beck Anxiety Inventory (BAI) scores. Results: In the evaluated parameters, was observed decrease in headache frequency (p=0.001), moderate intensity (p=0.048), in headache duration (p=0.001), the body mass index (p=0.001), Beck Depression Inventory (p=0.001) and Beck Anxiety Inventory scores (p=0.001), when groups were compared in the end of third month. Conclusion: In this study, the amitriptyline was an effective treatment for chronic migraine, but its efficacy was increased when combined with aerobic exercise.