Headey attended Shelley College where she first took up acting, and landed herself in a role in a school production at the Royal National Theatre. Then, at the age of 17, she was spotted and promptly picked for the role of Mary Crick alongside Grant Warnock, with the duo's older selves being played by Jeremy Irons and real-life wife, Sinead Cusack. The film also featured Ethan Hawke - who Headey would eventually star with during The Purge, while Maggie Gyllenhaal also made her on-screen debut, as her father Stephen directed the film.