Behind the folk wisdom is capsaicin, the active ingredient in cayenne. It is said to bring relief by depleting Substance P, a neurotransmitter that helps transmit pain impulses. Sounds unlikely, but a number of studies have tested the claim, and most have found evidence to support it.

One prominent study was published in 1998 in The Clinical Journal of Pain by researchers in the department of anesthesia and critical care at the University of Chicago. In it, the researchers analyzed data from 33 prior studies and found that capsaicin seemed to work better than placebos for headaches occurring in clusters.

But simply eating hot sauce isn't going to help. Most studies suggest that capsaicin works just when applied topically. A study by researchers at Massachusetts General Hospital recruited sufferers of chronic headaches and randomly split them. One group had small amounts of diluted capsaicin applied inside the nose for a week. The other received placebo. The study found "a significant decrease in headache severity in the capsaicin group,"but not the placebo group. Other studies, including one this year, published similar results.