Can steroid (prednisone) withdrawal cause severe headaches?

Yes, but. Stopping steroids abruptly can cause headache, aching, fatigue, & feeling of weariness. More likely if you have been on steroids for over 2 weeks. Check with your doctor to see if you should be tapered more slowly off the steroids to avoid these symptoms. But, if this headache feels different than any other previous experiences; or note confusion, weakness or worst headache of your life--go to er.
Yes! And taking them also causes headaches. My motto, "universal side-effects with oral steroid.".