For the past 3-4 months every time I sneeze I get severe migraine like pain that lasts for about 5-10 mins. Should I be concerned?

Cough headaches. Is not a common headache triggered by coughing, sneezing, laughing, crying or other straining. If primary headache, it is not a big problem and improve on their own. Secondary cough headache is a serious condition caused by problems within the brain. See orofacial pain or headache specialist for evaluation and preventive treatment,