Sometimes when i feel sad or think much then i get headache. is it a problem?

Tension Headache?: Often muscles tense and contract in neck, shoulders, jaw, and forehead most often when experiencing stress and this can lead to headaches. It is important to find ways to relax the body and the mind. Meditation, prayer, deep breathing, positive imagery, positive self-talk, aerobic exercise, etc...can alleviate stress. Practice your stress relievers daily. Consider professional help if it persists.