The short answer is that the cause of your particular headaches is impossible to determine without specific evaluation. Effort-induced headaches are usually a cause for concern until proved to be unrelated to serious abnormality.

Effort has been known to trigger migraine in some people, and the elevation in blood pressure that accompanies exercise can cause headaches. These are not serious conditions, but are certainly annoying. Other problems, including blood vessel anomalies in the brain or inside the skull, or brain tumors can cause effort-related headaches, and are very serious.

Because your symptom may or may not indicate serious problems, my suggestion is that you see a health care provider to have your particular situation carefully evaluated.