migraine and excerise

Hi,  I am a 51 year old with high cholestrol and pre diabetic. In an effort to lose weight I have started going to the gym. I work out for about an two hours three times a week doing cardio. weights and swimming. Within a short time of finishing excerise I develope a migraine type headache which is sometimes severe.

Has anyone else had this happen to them and if so is there anyway to avoid the headache. I need to excerise to lose weight so giving that up is not an option.