When I get sad/depressed I get bad headaches?

Not always. It takes a lot for me to get headaches. For example; whenever I talk to my boyfriend, who is suicidal, and he's in a bad mood, I feel so bad it physically and emotionally hurts. This is gonna sound cheesy, but it's not me really feeling the pain for myself, it's feeling it for him. It's unpleasant, but the whole time I just worry about HIM and it's like he's my other half, and I'm just experiencing his pain. It's sooo hard to explain, you probably won't get it. I get all choked up, my chest gets heavy and it's hard to breath, and I get bad headaches that only go away with medication and I cry. The same thing happens when I get really frustrated, too. I looked this up for a while and it seems I'm alone in this. Has anyone else experienced this, or is there something wrong with me?