The filling of my tooth came out about 2 months ago and since about then I get severe headaches. Could this be the cause.

Headaches from missed filling could certainly be the cause and I assume what is happening is the nerve in your tooth is being effected by more decay.

I don't know if I'd blame the headaches on the missing filling. I'd suggest you see your dentist, have the filling replaced (if it's still that easy to do) and see if the headaches disappear. If they don't I see your MD.