If you experience sinus headaches, your doctor will look in your nose to check for congestion and nasal discharge. One study found that of 100 people who believed they had sinus headaches, almost 90% actually seemed to have migraine headaches. In some cases, inhaled steroids and other drugs might help reduce your congestion and sinus headache pain. When a person happens to experience both at the same time, he or she might naturally assume that they’re connected when it could just be a coincidence. If your doctor suspects allergies may be causing your sinusitis, he or she may suggest an allergy test. Instead, they, or their doctors, mistake tension or migraine headaches for sinus headaches.