There are two types of sexual headaches.

The most common gives no warning and happens within a few seconds of an orgasm.  Pain is stabbing and/or throbbing.  The other type of headache starts as a dull ache on both sides of the head then builds gradually and intensely until orgasm.

Some headaches only last a few minutes and others several hours.

Any type of sexual activity (masturbation, oral sex, etc.) can lead to a sex headache.  The most common cause is the tightening of the head and neck muscles.  It may also be a response to increased blood pressure during sex.

Less common, but worth seeing your medical practitioner is a stroke or bleeding around the brain.

Sex headaches are more likely to show up in men and people who are prone to migraines.