People often say that their headaches are caused by stress, but there's no official headache classification of "stress headaches." However, stress certainly plays a role in making any headache worse.
Emotional stress is one of the most common causes of migraine headache. Migraine sufferers are generally found to be more emotional and more highly affected by stressful events.
During stressful events, certain chemicals in the brain are released to combat the situation (known as the "flight or fight" response). The release of these chemicals can cause vascular (blood vessel) changes that can bring about migraines. Repressed (bottled up) emotions surrounding stress — such as anxiety, worry, excitement, and fatigue — can increase muscle tension, and dilated (widened) blood vessels can make the migraine worse.
Stress is also an important factor in tension headache. Tension headache can either be episodic (the headache happens from time to time) or chronic (long-term). Episodic tension headache is usually triggered by a particular stressful situation, or a build-up of stress. It can generally be treated by over-the-counter analgesics.
Daily stress, such as from a high-pressure job, can lead to chronic tension headache. Treatment for chronic tension headache usually involves stress management, counseling, biofeedback, and possibly the use of antidepressant or anxiety-reducing medicines.