After Headey and Loughran got married in 2007, the pair welcomed their first and only child together — a son named Wylie — on March 31, 2010. According to E! News, the couple divorced in 2013 and they were involved in a messy custody battle over their son. In April 2021, TMZ reported a court granted Headey permission to have Wylie move from the UK to Los Angeles with her.
Based on Headey's Instagram posts of her son, it seems he enjoys being a big brother to his little sister, Teddy. He also appears to love spending time with his family outdoors and playing sports.
While she is mostly private when it comes to her kids, in July 2017, Headey opened up about experiencing postpartum depression following Wylie's birth. "I was postnatally depressed, but I didn't know it," she told Net-a-Porter. "I saw a doctor for the medical check, and I just burst into tears. She said I was postnatally depressed and I went, 'Am I? Why is that?'"
Although she was able to receive help, Headey admitted that juggling her life as an actor and first-time mother wasn't easy. "I saw a great guy and he sorted me out, but I did the first year [of 'Game of Thrones'] in that space, figuring out motherhood and going through a weird time personally," she said. "It was tricky."
While she may have chosen to pursue acting, Headey revealed she'll support her kids no matter what path they take later in life. "What I want for my children is for them to be kind and conscious and happy and that's it, really," she said. "I don't want them to think, 'You have to achieve that in order to have that,' because that's not true anymore."