I had malaria in July of 2011, returned to the U.S. in August, and had an occurrence of P. falciparum a little more than a month later. It was quickly treated, but I continue to get headaches. They occur about daily, and exercise induces a very severe headache. Is this a common lasting symptom of malaria?
Once successfully treated, malaria almost never has recurring or lasting side effects, nor are lasting headaches a known side effect of treatment with ACTs (artemisinin-based combination therapies, which is the recommended first-line treatment against P. falciparum). If your headaches are made worse through exertion, you should talk to your doctor about making sure they are not a symptom of a more serious condition.