Johannes Vermeer (1632–1675) is known for his brilliant blue colours, and his frequent use of the costly natural ultramarine. This paper reveals new findings about ultramarine in the headscarf of Girl with a Pearl Earring (c. 1665, Mauritshuis). The painting was examined using a range of micro- and macroscale techniques as part of the Girl in the Spotlight research project (2018). Analysis of micro-samples mounted as cross-sections using SEM–EDX and FTIR-ATR showed that Vermeer used high-quality ultramarine in the blue headscarf, based on the relative abundance of bright blue particles of lazurite. Analysis with synchrotron sulphur K-edge XANES suggested that the ultramarine pigment was prepared—at least in part—from a heat-treated lapis lazuli rock. The entire painting was imaged using MS-IRR, MA-XRF, RIS, and digital microscopy to reveal the distribution of materials of the headscarf, and to give more insight into Vermeer’s painting process. The shadow part of the headscarf has a remarkably patchy appearance, due to paint degradation that is probably related to the large amounts of chalk Vermeer mixed in the ultramarine paint in this area. The question was raised as to whether extra chalk was added deliberately to the paint to adjust the handling properties or opacity, or whether the chalk was the substrate of a—now faded—yellow lake. Schematic paint reconstructions were made to investigate the effect of the addition of chalk or yellow lake on the paint properties. The analyses and reconstructions led to the hypothesis that the blue headscarf originally contained a wider range of different blue colour shades: an opaque light blue for the left (lit) zone, a slightly brighter opaque blue for the middle zone, and a deep dark blue-green glaze with alternating blue-green glazing brushstrokes for the shadow zone—now largely compromised by paint degradation.