I get headaches sometimes after workouts. Should I worry about it?

Migraines. Migraine headaches typically can be triggered or worsened by exercise. Talk to your pcp or a neurologist.
Possibly. There can be many explanations for experiencing headaches after a workout. A workout can cause dehydration (a possible cause of headaches, ) elevated blood pressure (another possible cause, ) and low blood sugar (another possible cause.) in addition, working out can exacerbate conditions that result in headaches, such as aneurysms, migraine headaches, etc. See you doctor to narrow this down.