Bad light cut 10 overs from the final session, the batsmen deciding to go off when Headley prepared to take the second new ball as shadows lengthened across the tree-ringed Lawrence Park ground.
Saeed Azad, a powerful stroke player, finished 96 not out, but in mid- afternoon he survived a confident appeal for a catch at the wicket.
The bowler, Yorkshire's slow left-armer Richard Stemp, had a luckless day but bowled far better than his final figures of nought for 76 from 27 overs might indicate.
The medium-pacer Ronnie Irani was England A's other wicket-taker. The wicket of the Board XI captain, Aamir Hanif, was his reward for some steady stuff. But the leg-spinner Ian Salisbury and the seamer Craig White - the two bowlers in the side with full Test experience - both disappointed.
Azad pulled Salisbury for six and struck 17 boundaries in a fine innings, and there were half-centuries for the youthful pair of Adil Nisar and Shadab Kabir. Nisar (57) and Kabir (61) both figured in Pakistan's recent Under-19 Test series against the West Indies.
Yesterday, they added 87 - although Nisar had a couple of escapes facing White with nicks that did not go to hand. Stemp troubled both of them but Kabir stayed long enough also to figure in a third-wicket partnership of 89 with Azad, whose first 56 runs included no fewer than 50 in boundaries.
Headley, the A team's only specialist new-ball bowler in the absence of the rested Ed Giddins and the injured Mike Smith, delivered three spells at the start of each session and took a wicket in each of them to cement his place in next week's first Test against Pakistan A in Multan.
(First day of four; Pakistan CB XI won toss)
PAKISTAN CRICKET BOARD XI
Javad Sami c Gallian b Headley 11
Adil Nisar c Piper b Headley 57
Shadab Kabir c Knight b Headley 61
Saeed Azad not out 96
*Aamir Hanif c Stemp b Irani 0
Wajahtullah not out 20
Extras (b8 lb2 nb4) 14
Total (for 4, 80 overs) 259
Fall: 1-22 2-109 3-198 4-205.
To bat: Majid Inayat, Shoaib Aktar, Fahad Khan, Iefikhar, Mubashir Nazeer.
Bowling: Headley 19-3-48-3; White 11-0-53-0; Stemp 27-5-76-0; Irani 11-2-26-1; Salisbury 7-1-37-0; McGrath 5-1-9-0.
ENGLAND A: J E R Gallian, N V Knight, *N Hussain, A McGrath, J C Pooley, C White, R C Irani, K J Piper, I D K Salisbury, D W Headley, R D Stemp.
Umpires: Mohammad Iqbal, Azzar Assan.