Hi.. Few individual especially men experience headache during sex.. It happens due to multiple reasons.. Some of the known causes include, over exertion during the act, quick climaxing, strenous posture and so on.. Apart from this dilatation of the blood vessels in the head can happen triggering the headaches.. You need to work on the above said factors to prevent such headaches or you may use pain killers an hour before the act. No sexual activity for some time may be a few weeks may also help...