I think fried food might be making me sick?

I don't know if this has or is happening to anyone else but since around March I've been eating way more healthier and excersizing. I was at 196 and am now 160. Anyways I've been sick to my stomachthree different times since March (vommiting, headache and diarrhea) and can't help but notice it's the food? Every time I decide to reward myself with a big greasy cheat meal i get sick about an hour later. Is this normal to anyone or should I go to the doctor?