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Usually the headache is due to rush of blood or congestion.The congestion gets relieved and manifests itself through the bleeding of the nose ..
You can try the following methods-Get a cloth to catch the blood
Sit or stand and tilt your head slightly forward.
Pinch the soft part of your nose, just below the bony part. Keep the pressure on without stopping for about 10 minutes.
Use an ice pack on your nose .
If the bleeding stops, try to avoid activity for a few hours. Don't blow your nose, or do any heavy lifting. You should consult a neurologist if this continues and get the necessary tests done so that a correct diagnosis can be done
Refer http://www.relieve-migraine-headache.com/bloody-nose-and-headache.html for more details.
Best