Allergy headaches can be very painful and disrupt your daily routine. A sinus headache is caused by swelling in the sinuses that blocks the openings, preventing drainage and causing pressure to build up. Common seasonal and year-round allergens like pollen, mold and pet dander can cause your body’s immune system to react with a sinus headache, even if you have no other allergy symptoms. Migraine headaches can be caused by many factors, including genetics. Environmental allergies and food intolerances have been linked to migraine.