This is a question that I have gotten from time to time. From research that I have done, there is no definitive proof that exercise helps. But from the experiences of clients, I have found that there a few things that seem to influence the effectiveness of exercise for this issue.
One, the exercise needs to be at an intensity below the persons high intensity range. By this I mean, if your high intensity heart rate for a workout is say 145 bpm, then you should begin to find a good intensity for you by starting at least 25% lower. For this example start at around 110 bpm and see how it feels. If the discomfort gets worse, reduce intensity or stop exercising for a short break and then resume at a lower intensity. If the discomfort is unchanged, try small increases until you get a change. If the change is worsening, stop or reduce intensity. If the change is an improvement, hold that for a bit or for the work out. You can keep experimenting and find out what works for you.
Two, start with exercise that you are accustomed to doing. Don’t try running if that isn’t something that you are already doing.
Three, music seems to make a difference. But it appears to be something that is individual in nature. The one common thing is that it seems to be music that makes the person feel happy and energized. As opposed to irritable, sad, combative, etc.
Four, faking being energized or happy also seems to be helpful. I can’t explain it, but that has been a frequent comment from the people who have given me feedback.
As I can’t experience this issue, I may not be as attuned to some of the possible ways these things work for some people. There is one thing that I also recommend from my work with athletes who are injured during competition. A rhytmic movement of a limb (arm/leg, hand/foot) seems to help at least cope with intense pain. Especially a leg. Rolling the leg/arm side to side in slow tic-toc fashion seems to be soothing. This has worked well with injured athletes and some of the people who wanted relief from menstrual discomfort. My theory is that the rhythmic movement is hardwired in us, like rocking a baby. Which by the way has been shown to lower BP in the parent as well as sooth the baby.