The Australian goalkeeper played in his homeland before moving over to England and signing for Bradford City in July 2004, where he spent a year. He rejected the club's offer of a three-year deal and instead opted to join the Foxes on trial in May 2005. He penned a two-year deal with Leicester and went on to make 75 appearances for the Foxes in a four-year stint at the club.
He was signed as understudy to Rab Douglas but, after some below-part performances from the Scot, he became the club's number one stopper under new boss Rob Kelly. He was first choice for the following season, despite briefly losing his spot to Conrad Logan.
The arrivals of Marton Fulop and Ben Alnwick saw him drop down the pecking order in the 2007-08 season but he battled with loan signing David Martin for a starting role in the 2008-09 season, which saw Leicester win the League One title.
But that was as far as his City career went, with then-manager Nigel Pearson wanting to strengthen his goalkeeping options for a return to the Championship and Henderson was released, moving back to Australia to sign for North Queensland Fury.