Yes, your blood sugar could be too high. OR it could also be running too low after you eat. Both situations can cause splitting headaches. You could be what is called a 'reactive hypoglycemic' -- a situation whereby if a person eats something with a high glycemic index, their body over-produces insulin to correct the glucose and the person ends up hypoglycemic. Check out www.hypoglycemia.org
If you have not been checked for Diabetes you should get in ASAP, my son gets a headache when he is running high at times or after eating sugar. The only connection we found is when his blood sugar level is too high. hope that help!