Why does my head hurt when I exercise?

According to the Mayo Clinic, there are two classes of headaches caused by exertion: primary and secondary. Primary exercise headaches are usually harmless and, as of 2014, there is no known cause. However, secondary exercise headaches may be caused by a serious underlying illness and require immediate medical attention.

Both primary and secondary exercise headaches can occur during and immediately following strenuous activity and may affect both sides of the head, says the Mayo Clinic. Secondary exercise headaches may include symptoms such as vomiting, blurred vision, loss of consciousness and neck rigidity. It is advisable to see a doctor if headache symptoms occur during or after normal exercise.