Peter Vincenti had given Dale the lead with a back post header early in the second half, but Jamile Matt equalised for Fleetwood three minutes from time.
However, Henderson couldn’t convert his spot kick after Vincenti had been brought down in the area.
Keith Hill named an unchanged squad from the win over Barnsley last weekend. Former Dale players David Ball and Bobby Grant were named in Fleetwood’s 18.
The sun was shining down on Highbury in what proved to be a decent opening spell from both sides.
Clear cut chances were hard to come by, but the defences were being tested. Tyler Forbes and Jimmy Ryan sent shots wide for the home side, whilst Calvin Andrew headed a Peter Vincenti cross straight at Chris Maxwell in the Fleetwood goal.
Andy Cannon sent an effort from the edge of the area wide, before Joe Rafferty’s attempt at the spectacular from 40 yards flew well over.
The home side were edging possession, but the defence in League One made sure they wouldn’t be breached easily. Josh Lillis denied Ball’s turn and shot inside the area, and saw Ryan’s effort fly into the side netting.
Donal McDermott, quiet by his standards so far, almost produced a moment of magic eight minutes before the break. He control a ball from Tom Kennedy impeccably, but his volley couldn’t quite match up as he struck well over, before sending a low effort just wide of the post as the interval beckoned.
Fleetwood started the second half as the brighter of the two teams, as Ball had a weak effort saved and Forbes struck well wide.
However, Dale were soon back into the game and didn’t waste any time in taking the lead. McDermott’s quick throw found Henderson on the left. He turned back on himself and crossed to the far post, where Vincenti rose highest to head home from close range.
It was a fantastic moment in front of the travelling Dale fans, who hadn’t seen their side concede from a winning position yet this season. That run should have been ended three minutes after the opening goal, when Jamie Proctor headed straight at Lillis from Amarii Bell’s left wing cross. Either side of the goalkeeper and it was an equaliser.
The period after scoring is always a dangerous one for the defence, and Dale could consider the header a let off. McDermott tried his luck with a long range free-kick which Maxwell got down to save well. McDermott’s cut back from the left a few minutes later found its way to Vincenti, whose shot curled wide.
With just a one goal lead, Keith Hill’s side needed to be on top of their game in order to see out the game, especially as the home side had a sustained spell of pressure as the game entered the final 20 minutes.
A scramble from a corner led to Proctor firing a shot off the foot of the post as the Dale defence came under increasing pressure. Former Dale man Grant entered the fray for the home side, whilst Reuben Noble-Lazarus came on for Jamie Allen.
On a rare occasion the Dale defence didn’t pick up a Fleetwood man in the area, the last line of defence Lillis was there to keep the hosts out. Forbes cross from the right was met with a looping header from substitute Jamile Matt, but Lillis made a fabulous save as he was falling backwards to claw the ball over the bar.
Joe Bunney came on for McDermott and almost doubled Dale’s lead after a great interchange with Henderson, but sent his shot just wide.
It was a missed chance that would prove costly, as Matt found himself free in the area again, and this time did score the equaliser. He lost his marker and sent a header past Lillis to rescue a point for his side.
However, Dale had a golden opportunity to snatch all three points right at the death when Vincenti was brought down in the area. Henderson stepped up, but Maxwell made a fine save to his left to seal the point for Fleetwood.
Fleetwood: Maxwell, Andrew, Jonsson, Bell, Ryan, Proctor (Grant 72), Della-Verde, Forbes, Nirennold, Sarcevic (Haughton 72), Ball (Matt 63).
Unused subs: Jordan, Wright, Sowerby, Arestidou.
Dale: Lillis, Cannon, Lancashire, McNulty, Kennedy, Rafferty, Allen (Noble-Lazarus 75), Henderson, McDermott (Bunney 81), Vincenti, Andrew.
Unused subs: Collis, Eastham, Rose, Camps, Alessandra.