This study examined whether interventions using yoga postures or yogic breathing (YB) can reduce headache frequency and severity, negative physiological and perceived effects of stress, depressive and anxiety symptoms relative to a physical activity (walking) comparison group as well as a wait list control. Participants with no prior yoga experience participated in a four week study that involved training and practice of yoga postures (N = 14), yogic breathing (N = 14), walking (N = 7) or being put on a wait-list (N = 15). Results indicate that while beneficial effects were observed in the three intervention groups, the yoga-based interventions demonstrated greater and consistent level of improvement on the following health measures: headache rate (frequency and severity of headaches), headache-associated difficulties measured by the Headache Disability Index (HDI), anxiety levels measured by the State Anxiety Inventory (SAI), and heart rate, although not all of them reached significance level. Practicing postures and YB for 20 minutes a day, up to 5 times a week for four weeks resulted in the significant drop in perceived anxiety, compared to either walking or control. Additional benefits for headache symptoms and overall physical and emotional health surfaced when only yoga-based interventions were compared to the control. There was a significant decrease in a headache rate for both postures and YB; a significant decrease in bodily pain and interference of pain with normal work, and also a significant increase in energy/decrease in fatigue after practicing postures but not YB. The observed results could represent beneficial effects of yoga-based interventions on headache and pain-related issues, perceived anxiety, some of the cardiovascular variables, and overall level of energy/fatigue. Limitations and suggestions for future research are also discussed.