Lena Kathren Headey made her debut in the 1992 British mystery drama film ‘Waterland’ directed by Stephen Gyllenhaal. In 1993, she starred as ‘Lizzie’ in the British-American drama film ‘The Remains of the Day.’ The film was a critical and commercial success and was ranked amongst the greatest British films of the 20th century by the British Film Institute. The following year, she portrayed Katherine "Kitty" Brydon in the American adventure film ‘The Jungle Book’ directed by Stephen Sommers. The film was well-received by critics and scored an 80% approval rating on Rotten Tomatoes. She was next seen in films like ‘The Grotesque’ (1995), ‘Face’ (1997), ‘Mrs Dalloway’ (1997), ‘The Man with Rain in His Shoes’ (1998), and ‘Onegin’ (1999). In 2000, she became a recipient of the ’Silver Iris Award’ for her performance as ‘Kaisa’ in the Norwegian-British drama film ‘Aberdeen’ directed by Hans Petter Moland. That same year, she also appeared in the Davis Guggenheim-directed American teen psychological thriller film, ‘Gossip.’ The film received mostly negative reviews from critics and was a commercial failure. She was next seen in films like ‘The Parole Officer’ (2001), ‘Anazapta’ (2002), ‘Ripley's Game’ (2002), ‘The Actors’ (2003), ‘The Brothers Grimm’ (2005), ‘The Cave’ (2005), and ‘Imagine Me & You’ (2005).
In 2007, she portrayed ‘Gorgo, Queen of Sparta’ in the American epic historical action film ‘300’ directed by Zack Snyder. Despite opening to a mixed reception, the film was a major box office hit and grossed over $456.1 million against a nearly $65 million budget. In 2008, she joined the main cast of the American science fiction television series ‘Terminator: The Sarah Connor Chronicles’ created by Josh Friedman. She played the role of Sarah Connor which earned her several award nominations, including 2 ‘Saturn Award’ nominations. The series ran for 2 seasons and aired its final episode in 2009. After making brief appearances in ‘The Super Hero Squad Show’ (2009) and ‘White Collar’ (2011), Headey starred as ‘Cersei Lannister’ in the American fantasy drama television series ‘Game of Thrones’ in 2011. Her performance in the series earned her the ‘EWwy Award,’ ‘Portal Award,’ ‘Women's Image Network Award,’ and ‘Empire Award.’ ‘Game of Thrones’ aired 73 episodes before going off-air in 2019.
Headey starred as Madeline "Ma-Ma" Madrigal in the 2012 science fiction action film ‘Dredd’ directed by Pete Travis. The film garnered praise from critics and went on to be recognized as a cult film. She next appeared in films like ‘The Purge’ (2013), ‘The Mortal Instruments: City of Bones’ (2013), 300: Rise of an Empire’ (2014), ‘Zipper’ (2015), ‘Pride and Prejudice and Zombies’ (2016), ‘Thumper’ (2017), ‘Fighting with My Family’ (2019), ‘The Flood’ (2019), and ‘Twist’ (2021). She was last seen in the 2021 action thriller film ‘Gunpowder Milkshake’ directed by Navot Papushado. The film received a mixed response from critics.