German researchers tested acupuncture on 270 adults with tension headaches.
Others got "minimal" acupuncture, with needles placed superficially at nonacupuncture points.
A third group went on a wait list for acupuncture.
Both acupuncture groups had similar drops in headaches, with benefits lasting months after treatment stopped.
The two methods may have been equally effective, or perhaps patients' high hopes played a role, write the researchers in BMJ Online First.
Acupuncture has been a staple of traditional Chinese medicine for thousands of years.
More recently, it's drawn attention from Western patients, doctors, and researchers.
In traditional acupuncture, needles are placed in specific spots for different conditions.
The goal is to unblock or rebalance the flow of qi (pronounced "chee").
Chinese medicine holds that qi is a type of energy that flows along pathways called meridians in the body.
Lots of people wanted to sign up for this study.
They took only a tenth of that number.
They were around 43 years old, on average.
Some had tension headaches more than 15 days per month; others had headaches less often.
Both acupuncture groups got 16 half-hour sessions over 12 weeks.
The wait-listed group got acupuncture three months after the other patients.
Some patients still had headache benefits during that time, even though they weren't getting acupuncture any more.
They included Wolfgang Weidenhammer of the Centre for Complementary Medicine Research in Munich, Germany.
When the wait-listed patients finally got acupuncture, they also had fewer headaches than before.
The researchers aren't sure if the results were due to acupuncture or to the patient's "high expectations."
The patients weren't told which type of acupuncture treatment they were getting.
The most common side effects were headache or other pain, dizziness, and bruising.