Henderson wrote several seminal books about African American participation in sports, including his landmark work, "The Negro In Sports" (Washington, DC: Associated Publishers, Inc., 1939). In 1910–1913, Henderson co-authored an annual handbook published by the Spalding sports company, entitled, "Official Handbook of the Interscholastic Athletic Association of Middle Atlantic States", which chronicled the birth of organized sports among African Americans along the Eastern seaboard. This publication, which included photographs of African American teams that competed against each other, was the first of its kind. Henderson also contributed regularly through the National Negro Press Association, including such pioneering magazines as "The Messenger" and "Crisis". In 1963 he collaborated with "Sports" magazine to publish "The Black Athlete--Emergence and Arrival" as part of their International Library of Negro Life and History. His last contribution, sponsored by the Phelps-Stokes Fund, was entitled "The Black American in Sports".