The objective of this multicentre, randomised, double-blind study was to compare a combined oral contraceptive (COC) containing oestradiol valerate/dienogest (E2V/DNG) administered in a dynamic dosing regimen with a monophasic COC containing ethinyloestradiol/levonorgestrel (EE/LNG), with regard to their ability to reduce the frequency and intensity of headache and pelvic pain in women with hormone withdrawal-associated symptoms (HWAS). Women aged 18–50 years received E2V/DNG in an oestrogen step-down and progestin step-up regimen (26/2 regimen; n = 223) or EE 20 μg/LNG 100 μg (21/7 regimen; n = 218) over six cycles. Headache and pelvic pain were assessed using a visual analogue scale (VAS) during cycle days 22–28. Rescue medication use was also assessed. E2V/DNG was superior to EE/LNG with regard to reducing the frequency and intensity of headache and pelvic pain from baseline to cycle 6 (change from baseline in the average of the three highest VAS values [mean ± standard deviation]: 47.7 ± 29.4 vs 34.5 ± 25.7 mm, respectively; p < 0.0001). The use of rescue medication was also significantly reduced with E2V/DNG compared with EE/LNG (p < 0.05). E2V/DNG may be a good option for women who experience HWAS with traditional 21/7-day regimen COCs.