Annie learned trombone at school; at 14 she was already busy playing with brass bands, local dance groups and the Manchester Youth Jazz Orchestra and began her professional career at sixteen. Among her initial influences were Miles Davis, Charles Mingus and Wayne Henderson. She is also eclectic and willing to try other genres besides jazz.
She had been part of the Jazz Jamaican Allstars alongside saxophone player Denys Baptiste and her own band blends reggae rhythms with jazz. In 2003 she played trombone on Robert Wyatt's award-winning album Cuckooland. Lately, she has participated in the Frank Zappa tribute band Zappatistas with jazz guitarist John Etheridge and others. In 2004 BBC Radio 4 called her "one of the country's great trombonists." In 2006, she joined Belgian band The Wrong Object for a series of gigs later documented on the Voiceprint CD, "Platform One". In 2007, she played trombone on most of the tracks contained in Robert Wyatt's album Comicopera.
Whitehead also has worked with her partner, the musician and producer Jennifer Maidman, and teaches jazz at London's Centre for Young Musicians.