Allergies sometimes cause an inflammation of the lining tissue of the sinuses. The inflammation may cause fluid secretion that can block drainage from the sinuses. That, in turn, may lead to increased pressure in the sinus cavities, leading to a headache. Affected people may also feel pressure around the eyes, cheeks, and forehead.
Sinus headaches as a result of allergies are not very common, according to the American Academy of Allergy, Asthma and Immunology. People who think they have sinus headaches often have misdiagnosed migraines.