Headaches are maybe the most common painful symptoms of stress. Headaches caused by stress can range from the low pain "I'm not even aware that I have a headache" to the high pain "My head's gonna burst!" types of headaches.
It is interesting and insightful to take a closer look at how a stress caused headache develops. First, stress causes some confusion and conflict at the intellectual or emotional levels. At this stage pain is not manifested yet as the conscious mind is dealing with the problem.
However, as stress becomes prolonged, the conscious mind loses its focus and no longer tries to deal with the whole problem and recognizes only parts of it. Confusion and conflict become layered as the process goes deeper: it affects the conscious mind, then goes on deeper to the subconscious and when even that is overwhelmed, it goes on to the psychosomatic level and pain is starting to manifest.
Due to the non-physical nature of stress, pain and headaches especially are the body's way of saying "I don't know what to do with this, you deal with it!" If the dull, ever present pain gets stronger it may cause sharp pain in some places or a more intense feeling of being overwhelmed and lacking air or breathing space.
Getting enough rest, letting go of mental or emotional traps, and taking a step back to look from a wider perspective is a good start for healing stress caused headaches.