In 1987 Erin Headley and Stephen Stubbs founded the ensemble Tragicomedia to perform continuo-based music of the 17th century. Their recordings with Teldec, EMI, Hyperion and Harmonia Mundi USA have won numerous prizes, including a Gramophone award in 1991. Erin works with many of Europe's finest ensembles, most often with Les Arts Florissants, directed by William Christie, and she is a regular guest artist at the Boston Early Music Festival.

Since 1991 Erin Headley has conducted Baroque performance classes, coached chamber music with singers and instrumentalists and directed fully staged operas at the undergraduate and graduate level at the Malmö Academy of Music in Sweden. Other teaching has included masterclasses, residencies and opera courses around the world, most notably for Amherst Early Music, the Longy School of Music, UNC at Chapel Hill, Indiana University, Rutgers, the University of California at Berkeley, The Hilliard Summer School at Trinity Hall, Cambridge, Mannes College of Music, the Hochschule für Kunst, Bremen, and courses in most other European countries and in Australia and New Zealand.