During 2006 Headey was in Canada for the filming of 300 (2006), then went to locations in Bulgaria for shooting The Contractor (2007), and Germany and in Czech Republic for the filming of The Red Baron (2008). In 2005 Headey was filming in Romania and in Mexico, then spent four months in Prague, Czech Republic, where a forest was designed and built for filming The Brothers Grimm (2005), with Matt Damon and Heath Ledger. Petersburg, Russia, for filming Onegin (1999), and in Norway for filming of Aberdeen (2000). She was in India for the filming of The Jungle Book (1994), then in St. Headey's film career has taken her all over the world.

During her film career, spanning over 15 years, Headey has shown her range in a variety of roles, playing characters from Amazon-type warriors and action-minded women in The Cave (2005) and The Brothers Grimm (2005), to a lesbian florist in Imagine Me & You (2005).

She also took boxing classes in clubs in south London, where a former boxer had been teaching her to spar. She honed her natural acting talent while filming and also took archery classes and horse training. Eventually, Headey was cast in Waterland (1992), which became her big-screen debut. At the age of seventeen, Headey's performance in a one-off show in the company of six school friends caught the attention of a casting agent, who took a photo and asked her to audition. Headey had not gone to drama school before she became an actress. She was brought up in Yorkshire before moving to London in her teens.

She was raised there until age five, when her family returned to England. Her father, a Yorkshire police cadet, was stationed in the Bermuda Police Service. Headey was born in Hamilton, Bermuda, to British parents Sue and John Headey. Headey stars as 'Queen Gorgo', a heroic Spartan woman in the period film, 300 (2006), by director Zack Snyder. Headey is best known for her role as 'Cersei Lannister' in Game of Thrones (2011) (2011-2019) and The Brothers Grimm (2005), Possession (2002), and The Remains of the Day (1993). Lena Headey is a Bermudian-British actress.

Who plays the red queen