Pain can be good or bad. Pain can warn us of an imminent threat, which is good. But pain can become chronic and a dominant feature of our life, which is bad.

There seem to be as many types of pain as there are types of pain specialists (see WebMD article below for a sampling). Luckily, most pain is transitory (health professionals usually identify it as "acute" pain), resulting from injury or dysfunction in the musculoskeletal system. Recurrent pain is just transitory pain that returns from time to time.
The most important distinction is between transitory (acute) pain and chronic pain.  Chronic pain is present persistently, and can arise from serious disease, or multiple trauma (including surgery), but almost always includes neuro-psychological adaptations to life events that play a role in sustaining the cycle of pain.

Sometimes, treating musculoskeletal pain can be as simple as putting on a bandaid, or resting, or taking an aspirin. But when the pain seems to persist or return with activity, it is wise to consult a healthcare professional. Manual therapy (see GLOSSARY #8) has been shown to be effective in relieving transitory pain. Generally, the earlier intervention can occur, the simpler it will be to find the source of the pain and resolve it.
Treating transitory musculoskeletal pain can usually be done with help from a regular healthcare provider.  Treating chronic pain generally requires help from a healthcare provider who is a pain specialist.

The answer is a qualified “yes”. Assuming healthy joints, exercise can provide both short and long-term pain relief. Short-term relief comes from release of certain chemicals and stimulation of particular brain regions during exercise. Long-term relief comes from changes in joints, muscles, bones and other tissues that make them more resistant to damage. However, if joints are not healthy, or if other problems exist, exercise alone may not provide optimal results, and may be deleterious to one body system or another. In these cases, consultation with a healthcare professional is likely the best way to make changes that will relieve pain and allow the body to benefit from a regular exercise program.

Pain is inevitable. How we deal with pain can make a big difference in our quality of life. Most pain is manageable. If you are experiencing pain that interferes with your ability to function or if you have questions about your pain, you should consult a healthcare professional.