Why do headaches make me feel nauseated? Are there any natural treatments for this?

Migraine treatment. Migraine type headaches commonly cause nausea. Sometimes riboflavin or Butterbur can help decrease the frequency of migraines. Pyridoxine (vitamin B6) 25-50 mg every 8 hours may help nausea (works for morning sickness.. why not try for migraines?). Ginger root powder 250 mg by mouth up to four times a day may also help nausea. Acupressure or acupuncture at P6 has also been known to help nausea.
Best Headache Meds. A 2014 study indicates that medication containing a combination of acetylsalicylic acid, (aspirin), acetaminophen(paracetamol), and caffeine is more effective than acetaminophen alone. http://thejournalofheadacheandpain.springeropen.com/articles/10.1186/1129-2377-15-76.