She began studying piano at the age of five, her most influential teachers were Charles Milgrim, Stephen Drury and Peter Serkin. She also worked closely with Yvonne Loriod, Emanuel Ax, and Claude Helffer. O'Donnell took several courses in Philosophy and Literature at the New School for Social Research and Columbia University, and was the teaching assistant of philosopher Paul Edwards at the New School for Social Research.
O'Donnell plays works from the 18th-21st century, e.g. J.S. Bach's Goldberg Variations, Charles Ives's- Concord Sonata, and Maurice Ravel's Gaspard de la Nuit). She gave premieres of solo piano works (including pieces by Luciano Berio, Walter Zimmermann, James Tenney, Michael Finnissy, Frederic Rzewski, Hauke Harder, and Oliver Schneller). She has a strong affinity for the music of American composer Charles Ives, and has played and recorded his piano works extensively. She was the artistic director of commissioning projects including "Responses to Ives" and "Piano optophonique".
- Volker Tarnow (16 March 2008). "Eine fragile Pianistin mit ruppigem Repertoire". Berliner Morgenpost. Retrieved 2008-03-08.
- Nancy Chapple (March 2004). "Heather O'Donnell interprets Ives". Klassik in Berlin. Retrieved 2008-03-08.
- Volker Hagedorn (25 March 2004). "Yankee Doodle und Visionen". Die Zeit. Archived from the original on 2004-04-11. Retrieved 2008-03-08.
- Kyle Gann (April 27, 2004). "Call It Spectral". The Village Voice.
- Kyle Gann (27 April 2004). "Call It Spectral". The Village Voice. Retrieved 2008-03-08.
- "Piano optophonique". January 2007. Retrieved 2008-03-08.