I always carried a steady workout routine from highschool and college football but as I aged I developed hereditary high blood pressure. The raising of the heart rate would cause me to get throbbing headaches. I don't know if this is what you are experiencing but it is worth getting checked out. Like I said I am a fit guy but it ran in my family history.
Migraines may be as a result of changes of levels of a wide range of body chemicals. Exercise causes one's body to release natural pain controlling chemicals known as endorphins and natural anti-depressant chemicals called enkephalins
One of the triggers of migraine in some individuals is dehydration. Make sure you are drinking enough water. Most importantly see your doctor and get a proper diagnosis. Some people with migraine also have heart and blood pressure issues that need attention. Your doctor can rule out these things and medicate you correctly.