Iron supplements can irritate the stomach and cause constipation. You haven’t said if your stool consistency has changed, so I’ll focus on the stomach. Are you taking exactly the dose prescribed by your doctor? How much are you taking per day?
Although iron is best absorbed on an empty stomach it’s easier to tolerate when there’s some food in the stomach. Don’t take it with high-fiber foods, dairy products, or caffeine, but otherwise just eat a bit with each dose. You can increase absorption with Vitamin C (or orange juice), and there are iron formulations that combine them (e.g. Vitron-C). You can also try different kinds of iron (e.g. ferrous gluconate) or multiple smaller doses to see if that helps.