What Causes Headache, Dizziness And Nausea When Diagnosed With Anemia?

I have been feeling very dizzy, as if i am intoxicated since last night. I feel the room is spinning and have a massive headache. I have been diagnosed as being severely anemic, and have had multiple infusion treatments. I am currently on my menstrual cycle that has been very heavy. I am not sure if this is the reason for me feeling this way. I tried sleeping this off, but after a nights rest, i still have my headache, feel dizzy, and now feel nausous.