Coffee can do more than just give you a buzz. Researchers found that a cup can kill some of the pain when a person exercises....and it works regardless of whether a person already had a coffee habit or not. Caffeine works on a system in the brain and spinal cord that is heavily involved in pain processing. Since caffeine blocks a biochemical that plays an important role in energy transfer, researchers speculate that it could reduce pain. However, exercise intensity, amount of caffeine, and gender all play a role in determining the effects of caffeine and working out.