
Headley was born in Boston, Massachusetts in 1926. He migrated to Jamaica in 1929 and returned to the USA after graduating high school in 1941. While in Jamaica, he attended Calabar Elementary School, where he developed a love for the game of cricket and became the captain of the school's team which played in the then-popular Reggie Matcham schoolboys' tournament. As a result of this, it did not take him too long to get involved with the sport in the New York area on his return to the U.S.
On his arrival in the U.S., he went to Washington High School, and after his graduation in 1944, Headley was drafted into the Navy, where he served for two years (active duty) and afterwards 16 years in the Naval Reserve. He also worked with the US Post Office for 37 years.
In between, he played cricket for Monsterrat Cricket Club from 1945-1955, which he represented as a Delegate to the New Cricket League where he was elected the serve as Record Secretary. He later attained the position of Vice President of the league which he served for many years.
In 1955, Wembley Athletic Club, Inc. was formed and he was elected the first president and captain of its cricket team. As one of the founding fathers of the club, he is considered by many as the "George Washington" of the club. Wembley won the championship in his first year as captain.
With his history of devotion to the New York Cricket League, Headley who is admired for his dedication and loyalty to the club (Wembley) over the years continues to support and contribute to the game of cricket up to this day. He remains very active in its operations. Wembley is now in its 57th year and it is said that every accomplishment of the club can be attached to the sport of cricket which is responsible for its origin.