Sex may relieve pain, but it can also cause a headache. The sheer excitement building up to orgasm can cause muscle contractions in your head and neck, in turn causing head pain. In other cases, a “benign” orgasmic headache may result from an increase in blood pressure. Those who already suffer from migraines are more likely to experience a benign orgasmic headache. To avoid being hit by one in the heat of the moment, take your migraine medication before you get busy.