Sugar has been found to increase levels of endorphins in the brain and, thereby, have a pain-relieving quality, says researcher Nicole Avena in a study published in 2008, according to the Association for Psychological Science website. Cravings occur that are not unlike those for other addictive chemicals, notably alcohol. Additionally, many women who experience sugar cravings associated premenstrual syndrome that lead them to indulge chocolate or other sweet cravings are doing so because that is when endorphin levels are at their lowest ebb.