Its more than likely an exertion headache brought on by your breathing, neck positioning, or both. I've gotten them from deadlifting frequently, other people get them from squats; they're not terribly serious, but they sure can be annoying.
"Getting your belly full of air" (the Valsalva maneuver) causes a pretty substantial spike in blood pressure. This alone can be the cause of exertion headaches, but they'll usually dissipate after a few hours. Taking a breath between reps on multi-rep sets has helped me eliminate these.
Longer lasting headaches, from my experience, are more likely caused by neck positioning. If you unknowingly extend your neck during your lifts, work on "packing your neck", and keeping your chin tucked into your chest. These two tips together have completely eliminated the problem for me, hopefully it works for you.