I'm on my second biological med since April (Enbrel first, now Cimzia). When I first started Enbrel I would get headaches periodically. Since starting Cimzia (once a month injection), I get debilitating migraines. Last month it went on for about 2 weeks after injection. This month, the first week has not been fun. The good news is that my RA symptoms seem to be better.
Has anyone else experienced headaches with biologicals?
Thanks,
Andrew
Yes. I've had headaches both with Enbrel and now that I'm on Humira, in connection to that, as well. They tend to fall into two groups. The first being sinus related and that one hits pretty fast after my shot (see my post on managing side effects for tricks for dealing with sinus problems related to Biologics). the second type of headaches seem to be tension headaches - I have fibromyalgia, as well and both Enbrel and Humira made my muscles tighten up quite a lot (especially in my neck and shoulders), so the day after my shot, I usually have a humdinger of a headache. I do get migraines as well, but I've had those for decades and I haven't noticed a connection with the Biologics. I suggest you discuss it with your rheumatologists, if you haven't already.
how often do you get the migraines? Just in relation to the infusion or do they continue more regularly? Have you received a prescription for Imitrex or another migraine medication? Are the effects on your RA worth it? that was a lot of questions... 
You may want to check out our migraine site - it may have helpful tips for you.
Thanks Lene, for the valuable feedback. I've had both sinus and migraine headaches in the past (prior to RA). These headaches are like long term migraines that start the day after I get the Cimzia injections. Last month they lasted about 2 weeks. This month about 1 week. I did get similar headaches with Enbrel but they were milder and shorter in duration eventually not even appearing after 4-5 months on Enbrel. I've never had any meds for migraines like imitrex but I will speak to my rheumy about it.
The Cimzia does seem to be helping the RA so I don't want to stop it. I just cringe when I think about taking injections next month! 
Andrew
http://livingwithra.wordpress.com/
if your experience with Enbrel is anything to go by, it sounds as if your body will adjust over time - the fact that your second infusion migraine "only" lasted a week instead of two seems to bear that out. I'm assuming it was milder with Enbrel because the medication is sort of milder - you get the shots at shorter intervals instead of a month, so that makes sort of sense (be aware that I'm totally winging this! ). If it continues being bad, you may want to have a talk with your rheumatologist about decreasing the dose a bit until you acclimatize to it - every time I start a new medication, I start out at a lower dose than recommended because I tend to react really strongly to meds and need to get used to a dose before I can gradually increase it.
Let me know how it goes?
I used to get sinus and tension headaches with Enbrel as well as Humira. Remicade used to cause dull achey type headaches for a week after my infusion. I'm on Orencia now and used to get sinus headaches beginning the second day after my infusion and lasting about a week. That went on for about 8 months. I've been on Orencia for over a year now and the sinus headaches have stopped, but I do seem to have more seasonal allergies--related? I don't know. Maybe you'll adjust over time. I'd talk with your Rheumy about the migraines. good luck!!
There are a number of people on this site who have mentioned bad headaches with Orencia - doesn't make me want to try it! and my doc just mentioned the possibility of switching to that if infection becomes a problem (supposedly it's less of a risk with Orencia but looking at the prescription info, I'm not sure why!)
Hope I can just stay with what I'm doing now, I have no desire to go through another roller coaster ride! Enbrel is by no means perfect, but at least I have 5 years experience dealing with it!
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I had two infusions of Remicade - got a little spacey. and itchy, so they stopped it after the second infusion, when even Benadryl didn't prevent it.
With Enbrel I had a slight headache after the first injection - I'm having more problems with slow skin healing, a little eczema - so I spread out the shots a little further. That helps the healing, but the eczema is actually worse after the shot wears off...ironic!
I acquired mild seasonal allergies in mid-life, so this is all kind of unexpected.