Background Cervicogenic headache and migraine are common causes of visits to physicians and physical therapists. Few randomized trials utilizing active physical therapy and progressive therapeutic exercise have been previously published. The existing evidence on active treatment methods supports a moderate effect on cervicogenic headache. Objective The aim of this study is to investigate whether a progressive, group-based therapeutic exercise program decreases the intensity and frequency of chronic headache among women compared with a control group receiving a sham dose of transcutaneous electrical nerve stimulation (TENS) and stretching exercises. Design A randomized controlled trial with 6-month intervention and follow-up was developed. The participants were randomly assigned to either a treatment group or a control group. Setting The study is being conducted at 2 study centers. Patients The participants are women aged 18 to 60 years with chronic cervicogenic headache or migraine. Intervention The treatment group's exercise program consisted of 6 progressive therapeutic exercise modules, including proprioceptive low-load progressive craniocervical and cervical exercises and high-load exercises for the neck muscles. The participants in the control group received 6 individually performed sham TENS treatment sessions. Measurements The primary outcome is the intensity of headache. The secondary outcomes are changes in frequency and duration of headache, neck muscle strength, neck and shoulder flexibility, impact of headache on daily life, neck disability, fear-avoidance beliefs, work ability, and quality of life. Between-group differences will be analyzed separately at 6, 12, and 24 months with generalized linear mixed models. In the case of count data (eg, frequency of headache), Poisson or negative binomial regression will be used. Limitations The therapists are not blinded. Conclusions The effects of specific therapeutic exercises on frequency, intensity, and duration of chronic headache and migraine will be reported.