She was born Heather Elizabeth Burress in Edwardsville, Illinois to teacher parents. She attended Millikin University in Decatur, Illinois, before relocating to Los Angeles, California, in 1995. She has acted in many television programs and motion pictures since 1996. She also co-starred in the short-lived NBC sitcom Boston Common.
Contrary to some reports, Burress was not named after actress Hedy Lamarr. Her brother mispronounced her name as "Hedy" while he was learning to talk, and the name, according to Heather, "stuck."