There are many potential causes for a headache
that occurs just on the weekends. One potential cause is caffeine withdrawal. If it is your routine to have a cup of coffee every morning on your way to work and then you do not continue this on the weekends, it is possible that your body is suffering withdrawal from the powerful stimulant. If this applies to you, make sure that you have the same amount of caffeine everyday to avoid a headache. The other possibility is a change in your sleep schedule. Some people are very sensitive to this so make sure to try to go to bed at the same time every night and wake up at the same time every morning.
It is also possible that you are feeling stressed about something that you have to deal with only on weekends. It can be helpful to start keeping a "headache diary" where you track what days you get the headaches and how much sleep you got, what you ate, level of stress, and anything else you feel might be contributing to your headaches and bring this to your appointment with your primary care doctor