Yes, this is basically your brain transmuting the pain into physical symptoms. Along with when some people are depressed, they do get really bad headaches. Possibly this is happening to that person and you are picking up on it?
My mother gets depressed every winter, and I am around her constantly. So yes, I have experienced this. And in other ways too, whenever someone is sad, my head hurts, whenever someone is angry, my neck hurts. Just the way it works sometimes.
Try finding an onyx pendant, this will help keep it away from you, and possibly carry a clear quartz as well.