The Game of Thrones star and Loughran, a musician, have been married for five years.
TMZ reports that Headey filed divorce papers at Los Angeles County Superior Court last week, citing "irreconciliable differences."
The couple have a 2-year-old son named Wylie who was born on March 31, 2010.
Headey has yet to comment publicly on the pending divorce.
She is in line to star alongside Jared Harris in the upcoming fantasy thriller The Mortal Instruments.
Headey will next be seen on the big screen opposite Karl Urban in the action movie Dredd.
Watch the trailer for Dredd below: