Headley was one of several Padres who was unable to get the tying run in from third base in the bottom of the ninth inning of what became a 3-2 loss to the Diamondbacks at Chase Field, which prevented San Diego from pulling off a three-game sweep.
Trailing, 3-1, entering the ninth inning against Arizona closer Brandon Lyon, the Padres got a leadoff single by Adrian Gonzalez and a double by Kevin Kouzmanoff that barely eluded the glove of a lunging Justin Upton in right field.
But when Upton's throw to the infield glanced off the glove of second baseman Orlando Hudson for an error, Gonzalez raced home to make it 3-2, while Kouzmanoff scampered to third base.
What appeared to be a prime opportunity to tie the game dissolved quickly when Lyon struck out Headley on a full-count curveball and got Khalil Greene to ground out with the infield drawn in before pinch-hitter Brian Giles grounded out to end the game.
"We have to break through in that situation ... with a runner on third base and no outs," said Headley, who struck out three times and saw his career-best 10-game hitting streak end. "I swung at bad pitches and they got out of it. I was trying to be too aggressive."
The Padres, who were 0-for-8 with runners in scoring position, didn't have many chances to score while Arizona pitcher Randy Johnson (5-7) was in the game. Johnson allowed a game-opening home run to Scott Hairston -- Hairston's third home run in two days -- but very little else.
Johnson, who came into the game with a 5.46 ERA, finished with 10 strikeouts and no walks. After Hairston's home run, he didn't allow another hit until the sixth inning when Edgar Gonzalez singled with one out.
"I thought Randy threw the ball well. ... He had all three pitches working, he was able to elevate his fastball," Padres manager Bud Black said. "We got just the one solo home run to lead off the game, but he was stingy thereafter."
Johnson left the game with one out in the seventh inning after he allowed a double to Kouzmanoff and a ground-ball out from Headley that sent Kouzmanoff to third base.
Reliever Chad Qualls came into the game and struck out Greene and Luis Rodriguez to end the inning.
Then in the eighth inning, Arizona relief pitcher Tony Pena allowed consecutive pinch-hit singles to Jody Gerut and Tony Clark. Hairston then took a called third strike on a pitch that appeared low in the strike zone.
Pena then got out of a potentially messy situation by getting Edgar Gonzalez to break his bat on a comebacker that resulted in a 1-6-3 double play that ended what amounted to the Padres' biggest rally, their only inning with more than one baserunner.
That set the stage for a vexing ninth inning, during which the Padres again didn't get the tying run in from third base.
"It's something we did very well on Friday, situational hitting. ... That didn't happen this afternoon," Black said. "We couldn't get a run in from this, couldn't advance runners. ... Our situational hitting wasn't there."
All told, the Padres struck out 14 times in the game and didn't take a single base on balls.
San Diego starting pitcher Josh Banks (2-4), who was working without the benefit of his split-finger fastball because of grip issues, carried a shutout into the fifth inning when he allowed a 484-foot home run to Upton that landed in the restaurant area in left field.
Banks, who allowed three runs on seven hits, allowed a home run to center field in the sixth inning, as Arizona (44-45) took a 3-1 lead.
"Everything was kind of OK," Banks said of his stuff.
Everything except the finish, which left the Padres, who went 3-3 on this six-game road trip to Colorado and Arizona, wanting more.
"When you win the first two, you want to win the third," Banks said.