Yes I have found that quite often. With headaches, but also stomachaches and other physical problems.
The mind and the body constantly influence each other. One example of that is the Irritable Bowel Syndrome (IBS): people who suffer from that illness are likely to have caught it in a very stressful period and also generally report more IBS-related problems when they are stressed. I wouldn't be surprised if the same thing goes for headaches.
Also, when you're stressed you are likely to have too much tension in your muscles, specifically in your back, neck and shoulders. Those muscles reach all the way up to your skull. Try massaging your neck a little. Does it hurt or feel very uncomfortable? Then there's a good chance those muscles are contributing to, if not causing, your headaches.
Hope you'll feel better soon :hug: