Although Watford were relegated from the Premier League during his first season at the club, Heiðar was a prolific goalscorer, finishing as the team's top scorer in the 1999–2000, 2002–03 and 2004–05 seasons, before being sold to Fulham in 2005. He played Premier League for them between 2005 and 2007, and Bolton until 2009, before transferring to Championship side QPR in 2009. After a return to Watford on loan in the 2009–10 season, Heiðar played regularly for QPR in 2010–11, as they secured promotion to the Premier League as champions. In QPR's first Premier League season since 1995–96, Heiðar finished as the team's top scorer, helping them to secure Premier League survival on the last day of the 2011–12 season. He subsequently joined Cardiff City.