The Game of Thrones star described her character Madeline "Ma-Ma" Madrigal as a "man-hater" and "old great white shark".
She told the LA Times: "She's a prostitute who then kills her pimp and takes over his drug-running business. And Ma-Ma is a bit of a man-hater.
"I think of her like an old great white shark who is just waiting for someone bigger and stronger to show up and kill her... She's ready for it. In fact, she can't wait for it to happen. And yet no-one can get the job done."
Headey continued: "She's an addict, so she's dead in that way, but that last knock just hasn't come. This big, fat, scarred shark moving through the sea and everyone flees and she's like, 'Will someone just have the balls to do it? Please?'"
Dredd, which stars Karl Urban as the titular lawman, arrives in theatres on September 21.