Headaches alone are not generally considered to be a sign of pregnancy. Common signs of early pregnancy include fatigue, aversions to certain foods, increased sensitivity to smell, vomiting or nausea, increased urination frequency, swelling or tenderness in the breasts, shortness of breath and physical changes in the body, according to WebMD.
Some women do suffer from headaches during pregnancy and desire to treat the pain without medication. The Mayo Clinic suggests managing stress, participating in daily physical activity, eating small and frequent daily meals and staying hydrated as ways to stave off headaches. Most pregnant women can take Tylenol or other forms of acetaminophen, but consulting a healthcare professional for medication suggestions is recommended.