Alfred Headley was born in Frogmore House, Moseley, Worcestershire on 7 December 1884, the son of Alfred Headley and Annie Headley (née Wilcox). He was a CONWAY Cadet between 1900 and December 1902 and then he served continuously at sea in a number of ships traveling to the Americas and East Asia. Between 5 May 1913 and 1 November 1914, he was serving as Third Mate in SS MANCO. He joined the Royal Naval Reserve as a Temporary Sub Lieutenant on 20 November 1914 and was appointed to the Armed Merchant Cruiser AMBROSE. He was promoted to Acting Lieutenant, RNR on 2 February 1915.

Alfred Headley joined submarines on 30 September 1915 and was appointed to the Submarine Depot Ship HMS MAIDSTONE ‘for Submarines‘. On 13 January 1916 he was appointed to HMS E37 as Navigating Officer. He was promoted to Temporary Lieutenant, RNR on 17 November 1916. E37 was lost with all hands in the North Sea on 30 November 1916. It is believed that the submarine detonated a mine.

Alfred Headley is commemorated on the Portsmouth Naval Memorial on Panel No 22.