Premenstrual syndrome (PMS) starts during puberty years and it continues to the menopausal period. PMS manifests itself during every monthly luteal stage in the form of a complex of somatic, psychological and behavioral disorders. Exercises such as walking, cycling, swimming and slow running are a few suitable methods for settling down the tension and eliminating the PMS. It is evident that sport in comparison to the therapeutically drugs is free from side effects and it is devoid of any risks. Therefore, the objective of the present study is assessing the relationship between exercises and premenstrual syndrome (PMS). The present descriptive-analytical study has been conducted on 160 students of Zahedan University of Medical Sciences in 2014-2015 academic year. For gathering data a two-section questionnaire was used. The first section was related to the demographic features and the second section pertained to PSTT standard questionnaire. The questionnaires were completed in three consecutive periods of the menstrual cycle by the students based on a self-report method. Gathered data w analyzed by through SPSS 19.0. The statistical tests were used such as the descriptive statistical tests, Chi square and independent samples t-test. The participators’ average age was 21.06 ± 2.19. The subjects did exercises ( 86 students) less than twice a week, did physical activities between 2 and 4 days in a week (44 students) and 30 subjects did exercises more than 4 times weekly. They had experiences of dysmenorrhea during their menstrual cycle (120 subjects). There was not observed a significant relationship between age and PMS (P>0.05). The relationship between the individuals citizenship with PMS was statistically significant (P=0.04). The relationship between sport and PMS in three measured periods was statistically significant (P<0.05). The results obtained from the present study indicated that doing regular physical exercises and continuous sport can be effective in preventing PMS.