Dear Marlene.

It is strange that the use of the CPAP gives you headaches, maybe the machine or the masks are not fitted right. Usually the opposite happens. I know many people with CPAP who use them every nights are free of migraine. 

I used to get morning head pain that turned into migraine since I was a young kid. I never was a god sleeper.  Because of chronic pain I was given a sleep study. It was evident that my sleep was really bad, I had bad apnea, lack of O2 for long periods, awaken so many times without me knowing it that my sleep totaled not more than one hours a night, probably the reason for head pain. Sleep apnea is very dangerous and can cause many conditions.

At the clinic I was advised to go with a CPAP, I refused because I had a hard time sleeping with noise so I looked somewhere else. My dentist offered me to make a mouth appliance for night time to curb snoring.  It did the trick after I got used to that "thing " in my mouth it got better. My migraines days went down by more than 1/2 at the time.  An other test showed that I was not having apnea periods and better oxygenation of my blood and brain, but not at the satisfaction of the sleep dr..

It worked for about 2 years on 4 and stopped to help. I returned to the clinic to be fitted with a CPAP. It is so hard to get used to that machine I am still at the trying time, I chaged the masks  3 times. I am determined to have this work because of the danger of sleep apnea. The support of the people I know who have the CPAP is encouraging. My understanding is that it should be used every nights, if not you can't sleep well when you do, maybe the reason for your headaches. Is your sleep good when you use the machine or you fight with it all the time as I did for a while and I had headaches because I did not have a restful night.

Hope you find a way to find restful sleep.  

Marie