Dysmenorrhea is the term for describing complex menstrual flow and painful spasmodic cramps during menstruation, and pain without any pathology is considered Primary Dysmenorrhea (PD). It is the most frequent ailment among women of all ages and races. The pain is dull and throbbing in character and occurs in the lower back and abdomen. Symptoms commonly appear 6 to 12 months after menarche, with the most significant incidence in the late teen and early twenties. Physical exercise is nearly a new non-medical intervention to relieve PD associated pain. Aerobics, stretching and Resistive exercises for 8-12 weeks, either supervised or unsupervised, relieves pain. Exercises are believed to cause hormonal changes in the uterine lining, which reduces PD symptoms. Researchers have presumed different pain-relieving methods, ranging from non-opioids to opioids to hormonal for variations in pain sensitivity. Exercise-induced analgesia provides the central pathway as the primary mechanism for pain reduction while, another way to reducing pain in PD may be a hormonal interaction. The hormonal changes causing exercise-induced pain modulation during the menstruation cycle is not clearly understood and the interaction and activation of all the central and endocrine components, which is a complex mechanism, is also not explained clearly. This study briefly reviews the physiological mechanism of Exercise-induced analgesia and its potent roles in controlling the pathogenesis of PD for pain relief.