Do you have a history of migraines?
Are you on any meds for anything?
If you can take NSAIDS, try starting them about 2-3 days before your period is due and see if that helps.
You may have to go to something stronger during perimenopause.
Caffine can help me, if I only use it for headaches. I use Exedrine free (acetaminophen and caffeine).

I feel for you - had same thing. Catherinet is right-on by suggesting that if you take any NSAIDs, start them well before the onset of period/headache. My doc neglected to tell me this - only found out well after menopause - and so I took so many NSAIDs because they were just not working. Now my stomach is shot from this to this day. Can't drink coffee or anything acidic at all, or even take an aspirin without my stomach burning badly, even with food. Btw, I finally did go on imitrix which helped for awhile, but when it too became ineffective I was prescribed DHE which works wonderfully, and takes away so much stress just to have it on hand. It does often make you vomit, then you start feeling much better. If your headaches are really bad, the vomiting and injection ( actually easy intramuscular) is nothing compared to the pain of the headache. Good luck!

Suesan,
A long time ago I was on NSAIDS and antibiotics for awhile and I'm thinking they really did a permanent number on my GI tract. I, too, can't even take 1 aspirin or NSAID without having problems.
This is strange.....but one time, I was trying to "detox" from the Fioicet I was on (new neurologist said its bad in that it causes rebound headaches), and really had nothing to use. The headache was so bad that I vomited. And the vomiting actually stopped the migraine! It was amazing. I think the pressure we build up in our brains when we vomit must have had an effect on the spasming/dilated vessels, and the horrible migraine stopped within seconds!
So maybe you felt better after the DHE, because of the vomiting??
(I think those of us with migraines get a bit obsessive in trying to figure out how to stop these horrid things!)
In retrospect, I began to realize that what really worsened my headaches for years, was the Proton Pump Inhibitor I was on for my GERD. I can't believe life might have been so much easier for me, if I'd just realized this back then! After my headaches subsided, I tried a PPI again, and sure enough, got a really bad headache.
So everyone on PPIs, who have headaches, should consider that it might be the PPI worsening the headaches.

This is very subjective--my grandmother had awful headaches, my sister & her grand-daughter. I am producing much less estrogen & defintely notice a difference--lots fewer headaches--I wish I would have had my ovaries removed 20 15 years ago when they removed my uterus!! I have taken maxalt, imitrex & several others--these seem to be the only relief for me when I am in headache mode--ITS TRULY A DISABILITY

Dear Catherinet: I don't think the migraine relief came from vomiting because before I got migraine treatment, I'd often vomit as a result of the migraine itself, but it didn't help the headache. And when I was given morphine injections, it helped the migraine but I didn't vomit. Very interesting observation that you made: we are complex, all different, and it certainly may help some. (If your med, Fiocet, gave you rebound headaches, perhaps vomiting up this med which was in your stomach could have helped your headaches? If I remember correctly, it has acetaminophin in it which can make you sick to your stomach too depending on dosage).
Take care. Crossing my fingers that our stomachs will eventually get stronger!

debbimc.........I know people who have had everything removed, and they still had the headaches. Its not only our ovaries that are involved in hormone fluctuations, but also the hypothalamus and the pituitary. And they are on their own schedule. So even if you have a total hysterectomy, you usually still have headaches because of the other 2 glands doing their thing, until they perceive it as menopause time.
True, but very unfortunate!
Suesan.....I never got nauseous with the fioricet. The one time I vomited and the headache went away was when I had nothing to take. I guess I was just lucky that day!