Headley earned a Bachelor of Arts degree in Oriental Studies (Chinese and Sanskrit) from Columbia College, Columbia University in 1956 where he studied under Anton Zigmund-Cerbu. He also studied theology at Saint Vladimir"s Orthodox Theological Seminary (Crestwood, New York, 1966–1969) and at the Street Sergius Institute of Orthodox Theology in Paris (1969–1973).
He is best known for his books on the anthropology of prayer and the enthnography of Central Java in Indonesia. He writes in French and English. Headley was married to the American artist Anne Everett who died in 2013.
He worked at the French National Center for Scientific Research between 1981-2008: between 1998 and 2008 he was working with a research team founded by the anthropologist Louis Dumont.
Between 1973 and 2005 Headley did extensive fieldwork in central Java Between 2006- 2010 he taught in Moscow and undertook field work on parish life. (1996) Universitaires de Provence, Aix-en-Provence.
