I've never directed before, so I need to make sure that people know that I can. The movie that I've written, 'The Sophisticates,' is a... small ensemble comedy and I hope it's charming and funny.

Headey received several good reviews for her performance in the film. The show ran for 31 episodes in two seasons until its cancellation in May 2009. " She said in an interview: "A few years ago I used to box in London and that held me in good stead".

After working steadily as an actress getting small and supporting roles in films throughout the 1990s Lena Headey found fame for her lead performances in big-budget films like the fantasy film The Brothers Grimm (2005) in which Lena Headey acted opposite Matt Damon and Heath Ledger the action period film 300 (2007) portraying the role of Queen Gorgo and the adventure and biographical feature The Red Baron (2008). Headey's performance in a one-off show when Lena Headey was 17 caught the attention of a casting agent who took a photo and asked her to audition.