I don't have a cat anymore, but my parents cats do this!
When my mother has a migraine, her fat orange cat lays right on her pillow with his side wrapped around the top of her head. He doesn't do this any other time. It's the sweetest thing! When she feels sick to her stomach or has cramps, all three of her cats lay with her, closer than normal. Non-cat owners don't believe this is possible but I've witnessed it myself with many people and their cats. My dogs also do this with me and my husband, but one dog is particularly sensitive to my anxiety and depression. Animals are so extraordinary and loving, I can't help but smile just imagining it.