Sex headaches are brought on by sexual activity — especially an orgasm. You may notice a dull ache in your head and neck that builds up as sexual excitement increases. Or, more commonly, you may experience a sudden, severe headache just before or during orgasm.As for treatment, a doctor may recommend reducing heavy sexual activity and masturbation for a short period of time ranging from a few days to a few weeks. In addition, doctors may recommend medications such as propranolol  that can be taken in advance of sexual activity to prevent such headaches.

Can acupuncture help with it?

There are haven't high quality research prove that acupuncture can help with sex-associate headache. Some clinical reports from China only.