Truthful answer: we don’t know. It hasn’t been properly studied.
More detailed answer: it’s probably at least partially because of the placebo effect. Read below for more.
Vicks is full of menthol, eucalyptus oil and turpentine, which are aromatics. That just means they have a very strong smell. When it’s been [tested on animals like ferrets](https://www.sciencedirect.com/science/article/abs/pii/S0012369209600799), the animals actually produced **more** mucus and the cells of their throats did a worse job of clearing it out again. This could actually be quite dangerous in small children. It’s also not clear how or why it would work as a cough suppressant.
There is one study which found it was effective in humans, but it was [funded by Proctor and Gamble](https://www.scirp.org/journal/paperinformation?paperid=53518) and therefore at a higher risk of bias. It is also not a physiologic trial, meaning it didn’t try to explain how it actually worked and instead simply focused on whether the study participants felt better.
Given the animal findings, it’s most likely that the rub distracts you from how terrible you feel. Understandable, if you’ve ever smelled it. It is probably also in part because you have done *something*, and because you did something, you expect it to work – which actually causes it to work. This is called a placebo effect, and it’s been demonstrated with sugar pills, water injections, Chinese medicine, aromatherapy, and also western (‘allopathic’) medicines.
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