The alli specialists will be the first to tell you that alli cannot interact with the nervous system so alli cannot be responsible for headaches, but I think I disagree.  I've been on alli for 2 weeks and have noticed a dizziness/headache-y state whenever I get up from sitting for a period of time.

Also, this is unrelated, but another thing I think is incorrect about alli - the website says that if you are experiencing treatment effects, consider it a sign that you are eating too much fat.  But that doesn't make sense on a basic level.  If alli is not absorbing 25% of the fat intake, it shouldn't matter whether you eat 15 grams of fat or 6...at least as far as treatment effects go...because the amount of fat alli is not processing (little or a lot) still needs to be excreted from your body.  It can't just store unused fat, it must excrete it at some point.

So essentially what I'm saying is, I think it's erroneous to assume that treatment effects are a sign you've eaten too much fat.  25% of any number still needs to be released!

I have had the same experience though not migraines but more of a constant headache, and th nausea too, other than that I am yet to have any other TEs. If I still lose with the discomfort I can keep holding on, so can you 

startover23:

The migraines could be from lack of caffeine if you were a former regular soda drinker or frequenter at Starbucks. The lowering of caffeine can lead to horrible migraines that last for a week or so. Solution to that issue would be to have a bit of diet soda to give your body that caffeine boost. If you dislike the taste of diet soda, just drinking a can a day for a few days then shying away from it will cure those nasty headaches brought on by caffeine addiction

You are so right, at least for me. I know I cut out soda and have been having headaches big time and that they actually started before I began taking alli. I had actually started my diet one week before.

I started drinking Iced Tea and taking Excedrine when I feel a headache coming on and that has helped majorily. Someone also suggested Joe Cool Water (caffeinated water) I have never heard of it but I figured I would look at the store the next time I go.

I think that the alli people are carefully stating the "no nervous system effects" line for legal reasons and it is technically true. 

What I remember from physio class in college is that our brains need a constant supply of glucose from carbs or if not available dietary fat in the bloodstream.  When we go on a low fat diet, it makes the body transfer stored fat to the bloodstream which takes more time and energy to do.  Although we may have been on a low fat diet before taking the pills, the pills remove even more of the fats in the bloodstream which makes the brain wait for fat, which can cause a headache.

If any physiologists are out there and I didn't get it exactly correct, please correct me.

So, the low fat diet is actually what causes the headache.  However, the pill lowers the amount of dietary fat in the blood.  I don't understand why this hasn't been explained because having an unexpained symptom is scary.

I have also had a killer migraine twice since starting the pills yesterday.  However, I was away from home yesterday and ate out.  I only had half the fat at lunch that I should have had (7 grams) and then got the headache.  Today I am going to make sure I have all fat I am suppose to have on the diet and see if I get another headache.

My head is killing me!! I have to take a nap for two hour and still have it.

I do tons of water and been very thirsty since taking alli?

 I had a headache each afternoon for the first 4 days that I took Alli. I'm on day 11 and haven't had one since. I think my body was having withdrawals from the junk food. I didn't have any nausea though. Hang in there, I lost 6 pounds in the first week and I'm feeling great!

I'm beginning to think that my "side effects," heartburn, consitpation, headaches, and caused by my obsessive observation of my own body.  Our minds are powerful things.  If we think something, it just might come true.  With my stomach trouble, I realized that if I didn't think about it, it went away.  I have headaches due to the heat.  It's been incredibly hot here, so I've been getting headaches (not migraines, thank God).

 I'd go with the change of diet causing migraines.  That plus the stress of starting a new and strange way of managing weight.  Keep trying, and try to relax and do things as normal.

Update from Dana:

I think maybe my migraines were withdrawal from eating so much sugar.  I don't drink coffee but do drink diet sodas and haven't really changed that habit too much.  I do try to get in quite a bit of water too.  The big change for me on this diet has been cutting down on sodium, sugar and fat.

I've lost 29 pounds since I started on 6/23 so those initial migraines were worth riding out -- I have 10 more pounds to go and I will be down to a size 8!  (my size 10's are kind of baggy).  I haven't been this thin in 10 years.