The actress has appeared in a promotional video for animal rights group, PETA, in a bid to end animals' involvement in circus productions and shows. She says: "Circus trainers often force elephants, bears, tigers and other animals to perform tricks by beating and whipping them, shocking them with electric prods and jabbing holes in their skin with sharp metal hooks." Headey became involved with animal rights after being inspired by a show documenting a mistreated group of lions within a circus.