Headley, who began the season with Triple-A Portland and ended it as a regular in left field for the Padres, was married to his longtime girlfriend, Casey Scott, on Nov. 15, before returning to Knoxville, Tenn.
Headley has also spent time at San Diego's Spring Training facility in Arizona with first-year hitting coach Jim Lefebvre.
Headley, who hit .269 with nine home runs and 38 RBIs in 91 games after his promotion from Portland in June, has already started his preparation for next season, lifting weights three times a week in addition to hitting.
That preparation only figures to get busier after he tackles the holidays. Headley recently spoke to MLB.com about his fondness for this time of year.
MLB.com: This will be your first Christmas as a married couple. What will that be like and how will it be different?
Headley: It won't be too much different. The last couple of Christmases that we had, we went to Colorado [where Headley grew up]. This year, we're going to Indiana to be with her family. They live about 45 minutes outside of Indianapolis.
MLB.com: What were the holidays like for you growing up in Fountain, Colo.?
Headley: My parents were about the only ones from the Pennsylvania area who moved, so every now and then we would go there to visit or have family come to visit us. But for the most part, it was just me, my brother and my parents. It was nice because we would have a few weeks where we could hang out. My brother and I each played three sports, so we were always going full-bore. It was nice to relax and go skiing, things like that.
MLB.com: So, if you had to pick, which means more to you: Christmas Eve or Christmas Day?
Headley: I would say we normally do more on Christmas Day. But this year, I'm not so sure when exactly we're heading up to Indiana to visit Casey's family. I think we will probably spend time with both sides of her family, her mom's parents and her dad's parents. So we'll have two Christmases.
MLB.com: Looking back, were there any favorite gifts that really stood out when you were a kid?
Headley: I think one of my favorite things was when my brother and I got a trampoline. Getting my first bike was one that stood out as well. But the trampoline, that was something we talked about, but I didn't think it was anything I was going to get.
I think one year we asked for a go-cart, but my parents thought that was too risky. So we got a ping pong table instead.
MLB.com: How much baseball, or baseball-related activities, are you able to mix in during the holidays?
Headley: It works out well for me. I'll work out all the way until the 22nd or 23rd. I've already been lifting hard for two and a half, three months, so it's good for my body to take a full week off. It gives my body time to refresh. I normally wouldn't start hitting until right now [mid-December]. But I started a little bit earlier this year.
Corey Brock is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.