[Purpose] To assess the evidence for the effectiveness of yoga exercises in the management of headaches. [Subjects and Methods] A search was conducted of six electronic databases to identify randomized controlled trials (RCTs) reporting the effects of yogic intervention on headaches published in any language before January 2015. Quality assessment was conducted using the Cochrane risk of bias tool. [Results] One potential trial was identified and included in this review. The quality critical appraisal indicated a moderate risk of bias. The available data could only be included as a narrative description. Headache intensity and frequency, anxiety and depression scores, and symptomatic medication use were significantly lower in the yoga group compared to the control group. [Conclusion] There is evidence from one RCT that yoga exercises may be beneficial for headaches. However, the findings should be interpreted with caution due to the small number of RCTs. Therefore, further rigorous methodological and high quality RCTs are required to investigate the hypothesis that yoga exercises alleviate headaches, and to confirm and further comprehend the effects of standardized yoga programs on headaches. Keywords: Headaches; Yoga exercises.