Henderson started his career with Norwich City and made almost 80 first team appearances with them before joining Northampton Town in July 2007 following a six-month loan spell at Rotherham United. He remained at Northampton Town for 18 months and then played for Luton Town and in the Turkish football league with Ankaragücü, prior to signing for Colchester United in January 2010. Henderson hit 11 goals for Colchester United in the 2010–11 campaign, including home and away winners against Rochdale, and then scored again at Spotland for Colchester in October 2011. He scored 26 times in 130 outings for United, but left the club after manager Joe Dunne oversaw a shake-up of his squad earlier in 2013. Henderson was one of the most consistent performers in Rochdale's promotion campaign, missing only one game through suspension and scoring 11 goals, including several "Goal of the Season" contenders.