<p>Headaches has a lot of illnesses expecially  which it's a symptoms of. For example headache can be a sign of malaria, so also a sign of of fever, typhoid as well as other things too. However if you're experiencing headaches it may not be 100% depression, however if you feel or think you're depressed and having headaches constantly it may be as a result of hypertension, high blood pressure or hangovers or blackouts as well which can come in the long run of being depressed.</p><p>However totally yes! Constant headaches can be a sign of depression no doubt to be on a safer side, the safest thing to do will be reaching out to a doctor and allowing bombing run full diagnosis on you. When the headache become too frequent it definitely comes with something you should see a doctor for.</p>