this could be a type of exertional migraine called "orgasmic headache". its pretty rare but something that we see occasionally in the headache clinic. there are medical article suggesting that some patients many have a problem like aneurysms as a cause for this but its not really clear if this is really a problem. i've seen a number of patients with this type of headache but i've never found any specific cause. some of the migraine type medications can work for this type of headache if it happens a lot. if it happens again you might want to talk with your doctor about an mri scan of the brain with an "mra" (mri arteriogram).
twice this week i got a mind-numbing headache during sex. should i be concerned?