There's a body of research that supports the positive link between mindful exercise and the relief of pain. The mindful exercises usually referred to are Tai Chi and Yoga. Both of these arts meditatively cultivate the relationship between the mind and body. The type of pain the articles usually refer to are the chronic ones such as: knee osteoarthritis, neuropathy, multiple sclerosis, fibromyalgia, lower back pain, and others.
Much of the Medical research says that stress/tension can play a big part in such chronic pain and that mindful exercise gives us tools to release our tension by quietening the mind, which, in turn provides a natural means to manage the experience of pain. I would also add that there is another component missing. The yet-to-be measured (and rarely talked) factor - the flow of “chi”. This is commonly felt as a warm, enveloping, slightly tingling sensation,“feel-good” sensation. For us in Tai Chi, this is of paramount importance and, as of yet, cannot be measured within the western medical conceptual framework.
I don't believe that Tai Chi or Yoga alone are the be-all and end-all for mild chronic pain, it's unbalanced to neglect appropriate medical advice, appropriate diet, being at a sensible weight, immobility or sedentary lifestyle, or other contributing factors in my opinion. Nor, is the research into chronic pain in any way conclusive - but I can say that with regular quality practice you can experience warm feelings of relaxed well-being & vitality as your “chi” flows more freely, and the benefits can go deeper as your mind-body relationship improves.
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“Chi: Discovering Your Life Energy”, Liao,W.(2009), Shambala: Boston & London.