Nauseated after exercise?

I have noticed this for the past few days actually that after I do my pilates work out (and it usually isn't too long since I'm trying to work myself up slowly.. like 10-15 mins) that I feel sick to my stomach.

Usually I'm really thirsty afterwards and I drink a good amount of water (maybe that's it?)

I have worked out both in the afternoon after I have eaten and in the mornings both before and after I have eaten so I'm not sure that when I eat has much to do with it

It is my time of the month.. that may be it too I don't know. (sorry if that is TMI)

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