This error might be very frustrating to you, specially when you can’t see any issue with your code, can’t check error log, and obviously can’t do drush watchdog-show.
After some search and investigation, found that I had a call to drupal_goto() in an implementation for hook_init() which is implemented on every bootstrap process.
The solution was to add a condition to check before doing the drupal_goto() to check that the source is not from drush:
if (!function_exists(‘drush_main’) && /* other conditions */ ) {
drupal_goto($redirect_path);
drupal_exit();
}