If you already suffer from headaches or migraine, it may just be that your exercise is starting headache chain-reaction. In that case, it's important to look at overall picture and make sure you're getting treatment you need for headaches. Your doctor may recommend a pain killer to take just before you exercise, to stop pain before it starts. In case of migraine, this is called an "effort migraine", and it's very common. A throbbing headache in back of your head may be an "exertion headache", which again usually requires some pain killers and is not serious.

But after exercise headache can be a warning that something serious is going on. As a general rule of thumb, if you get a new headache after you exercise, you should see a doctor right away. Any sudden change when it comes to headache could be a sign of something serious, so don't wait.

Some of more serious headaches have to do with blood vessels in head. A headache after exercise could indicate an abnormality in blood vessels themselves, or could warn you of a brain hemorrhage (or haemorrhage) (blood flow when blood vessels break).