Render JSON with header

You can't set a header after render, because the response is sent. So change the headers after makes no sense and you get this error.

Try:

def my_action
  response.headers['Access-Control-Allow-Origin'] = '*'
  render(json: some_params)
end

UPDATE FOR RAILS 5

As pointed in the question How do you add a custom http header?, after rails 5 you should be setting the headers as following:

response.set_header('HEADER NAME', 'HEADER VALUE')

The issue here is that you are rendering the response and then sending the headers.
You should never set headers after the response is sent.

render should be, usually, the last line of your action.

def my_action
  ...
  response.headers['Access-Control-Allow-Origin'] = '*'
  render json: some_params
end