Headaches, which can sometimes be life-threatening, caused by dehydration are more common in athletes, Roberts says. Not having enough water in the body means that the brain tissue is losing water, causing it to shrink and pull away from the skull, eventually leading to a headache. Also, the flow of oxygen to the brain is lowered due to low blood volume caused by dehydration. If you’re walking or running and you feel pain in your head, drink water.