I too have been having headaches, but I get them so often that I don't know if its from alli or just "becuase". I do know from past diets though that if you are starting a new way of eating that in itself can cause the headaches. ESPECIALLY if you are now cutting out/back on sugar. That, as well as cafeine withdrawels, is a HUGE headache trigger for lots of dieters; also, are you making sure to take your multi vitamin daily? And are you making sure you are eating enough? If you are cutting back to much to fast it will take your body time to adjust and is not really healthy (starvation mode). I know I am super bad about that.