Acupuncture divides your body into a series of zones and pressure points. Acupuncture needles are inserted into different pressure points, depending on your symptoms. These needle points are usually near nerves in your body. The needle stimulates the nerves to release hormones, such as endorphins, that trigger a response from your body. This immune and circulation system stimulation is what proponents of acupuncture claim relieves migraines and tension headaches.