Headaches after exercising

Hi all,

It has been baffling me why I get these and thought one of you fitness freaks out there might be able to help.

Whenever I exercise I get a headache a few to several hours later. I only get the chance to exercise twice a week - once at the gym for a circuit class and a game of netball once a week.

At first I had thought it might be not enough water replenishing, so I now drink one bottle of water in the class and another straight after, which I'm not thirsty for, but do anyway. I then keep up the water through the day. This didn't help with the headaches.

DH suggested maybe it was a drop in sugar levels, which I do get quite often, so I now always make sure I get a snack in after exercising. But still this doesn't help.

Any other thoughts?