Does grinding teeth gives headache?

Yes can..: Yes grinding can cause headaches..Temperomandibular joints connect lower jaw to temporal bone of the skull hence TMJ disorders or grinding can cause dull deep headaches..

Most assuredly: If you are grinding teeth there are many treatment modalities. Would be best, however, to determine the cause of the grinding. Often it's malocclusion, and you may need occlusal adjustment and/or orthodontic treatment. Have your dentist take a look.