Headey has previously starred in the short-lived Terminator TV series The Sarah Connor Chronicles and Zack Snyder's graphic novel adaptation 300.
Karl Urban and Olivia Thirlby are leading the cast of the 3D movie, which is currently filming under the direction of Pete Travis (Vantage Point).
The 2000 AD law enforcer character, created by John Wagner, Carlos Ezquerra and Pat Mills, first appeared in a 1977 science fiction anthology and was played by Sylvester Stallone in a 1995 movie adaptation.
Dredd is scheduled for a UK release on December 1 this year.
> First Look: Karl Urban as Judge Dredd