Without a thorough examination, it wouldn’t be possible to say if your nausea is physical or “in your head,” but either way, that doesn’t mean that your nausea isn’t real. Stress and other factors can make our body believe that it is ill or in pain; it’s part of the overall reaction.
If you feel that your stress is causing your nausea, the best thing would be to try to limit the stress or at least to identify the stress triggers that may set off the nausea. Meeting with a counselor or psychologist could be one way to learn how to identify these issues.