Before Mercyhurst, Headley served as the first assistant at Division I Florida International University. Florida International made its first NCAA Regional appearance in 2003. Headley spent two years as a graduate assistant at Augusta State University in Georgia. She earned her Master of Business Administration degree there in May 2001.
Headley played catcher at Robert Morris University, where she earned a number of awards for her performance on and off the field. She was named All-Northeast Region in 1997, selected to the All-Northeast Conference squads in 1997 and 1998, and was chosen NEC Academic Player of the Year in 1998. She was named ECAC Female Athlete of the Year and Woman of the Year for Robert Morris in 1999. She graduated cum laude from Robert Morris in 1999 with a degree in Business Administration/Sport Management.