Headley made her acting debut appearing in an episode of NBC sitcom The Cosby Show in 1985. Headley later has appeared on Miami Vice, Quantum Leap, and Matlock. In 1988, she was cast in the female leading role opposite Eddie Murphy in the romantic comedy film, Coming to America. The film was a box-office success grossing worldwide total of $288,752,301. The following year, Headley had starring role alongside Louis Gossett, Jr. in the short-lived ABC drama series, Gideon Oliver. Later that year, she co-starred in the Kojak television film series. In 1991, Headley joined the cast of ABC daytime soap opera, All My Children playing police officer Mimi Reed. At the 25th NAACP Image Awards, she received NAACP Image Award for Outstanding Actress in a Daytime Drama Series nomination, but lost to Victoria Rowell. She was regular on All My Children from 1991 to 1994, and returned to the series in 1995 and 2005. After leaving the soap, she guest-starred on New York Undercover, Walker, Texas Ranger, and Cosby. In 1996, she had supporting role in the comedy-drama film The Preacher's Wife directed by Penny Marshall. In 1997, Headley has landed a leading role in the short-lived FOX drama series, 413 Hope St. alongside Richard Roundtree. The series was cancelled after only ten episodes, but Headley received NAACP Image Award for Outstanding Actress in a Drama Series nomination for her performance.