wp_redirect() – headers already sent

Found the answer (via)

Instead of using the function I added an action to “wp_loaded”, that makes sure that it gets loaded before any headers are sended.

<?php
add_action ('wp_loaded', 'my_custom_redirect');
function my_custom_redirect() {
    if ( isset( $_POST['subscribe'] ) ) {
        $redirect="http://example.com/redirect-example-url.html";
        wp_redirect($redirect);
        exit;
    }
}     
?>