Sex, like exercise, is a physical activity, however, which for some migraine sufferers can trigger an attack. The exertion puts pressure on both the back and the neck, which can provoke a migraine in people prone to headaches. Why do men get migraines after sex. Sexual activity triggers migraines in men four times as often as it does in women. The pain and discomfort may occur because of the energy exerted during sexual activity, the increased activity in the buttocks and legs or because of the alterations in blood pressure. Sex – Any kind of intense physical exercise may be a potential migraine trigger, and unfortunately, sex is no exception. 2 In fact, it’s common enough that the phenomenon has even been given a catchy nickname: Sex headaches.