Arterial hypertension (AH) and exertional headache (EHA) are comorbidities. The article presents a nonsystematic review focused on studying the AH+EHA phenotype. The authors addressed the history of studying the phenotype, several theories about its pathophysiological causes (psychosomatic, neuroanatomical, and baroreflector). The protective "hypertension-associated hypoalgesia" phenotype, a mechanism of its change in AH chronization, and difficulties of differential diagnosis are described. The AH+EHA phenotype requires further study since its incidence is quite high. This will allow developing an individualized approach in prevention and treatment of EHA attacks, decreasing the risk of life-threatening cardiovascular complications, and avoiding iatrogenic complications in patients with AH. The main way to prevent the development of AH+EHA phenotype is patient's compliance, which can be provided by using combination hypotensive drugs to reduce the number of pills and dosing. It is important to take into account possible adverse reactions of the nervous system (medication-overuse headache or EHA aggravation). Considering these conditions, the drug Triplixam can be used for prevention of complications in the AH+EHA phenotype. Triplixam is a fixed triple combination of amlodipine/indapamide/perindopril, and its individual components have low and medium risk for development of headache.