Instead, the Padres' third baseman was immersed in a game of cards with teammates inside the visitors' clubhouse at the Great American Ball Park when the 1 p.m. PT Deadline passed.
When he finally walked over to his locker, he sat down and then popped up again to check his phone. No message, no trade. It was business as usual.
And for that, he couldn't have been happier.
"You get tired of hearing about it and you want to have closure," Headley said of trade rumors. "Now ... at least you know where you're going to be."
For Tuesday, that was starting at third base and batting third in the second game of a four-game series against the Reds.
This marked only the second time since 2004 that the Padres haven't made a trade on July 31. The last time was '08.
"We weren't getting the value back that was necessary to make a trade," Padres general manager Josh Byrnes said of not making any trades Tuesday. "We were pretty focused on a short list."
For Headley, who leads the Padres in just about every relevant offensive statistic, he never wanted to get traded in the first place. After all, this is the organization that drafted him out of the University of Tennessee in 2005.
"It's not easy to go out and play with that in the back of your mind," Headley said. "But it seemed like it [trade rumors] got a lot of legs. You try not to pay attention to it but it's unavoidable. It was everywhere ... it wasn't a whole lot of fun."