I do not know of any specific cases of protein ingestion causing headaches.
It is advisable to keep a headache diary. Record the days and time you have a headache and document what you were eating or doing at that time. If after keeping such a dairy, there is clear link between protein shakes and your headaches, I would suggest trying another brand of shakes - it may be an ingredient in the shake as opposed to the protein causing your discomfort. If your headaches to not improve or begin to worsen, please see your family doctor.
These Q&A’s are for educational purposes and should not be relied upon as a substitute for medical advice you may receive from your physician. If you have a medical emergency, please call 911. These answers do not constitute or initiate a patient/doctor relationship.