Hello.
Headaches are known to be associated with Panic attacks. The headache can be brought on by the changes in the physiology due to a panic attack. It is hypothesized that contraction and/or dilatation of the blood vessels of the cranial cavity is responsible for the headaches, which can be associated with hyperventilation, too.
Hope this helps.
Abhijeet Deshmukh, MD
(This post is for the purpose of providing medical information and is not a substitute for a face-to-face consultation with a doctor. This post is not intended to give or rule out a diagnosis, create a doctor-patient relationship or replace an existing one. I am not able to diagnose medical conditions online. Please consult with your doctor or a qualified healthcare provider for diagnosis and treatment options)