In a game that Rochdale controlled from start to finish, Henderson opened the scoring in the 18th minute, heading beyond Lee Burge from a Nathaniel Mendez-Laing delivery. He doubled Rochdale’s advantage seven minutes into the second half.
Manager Keith Hill named an unchanged starting eleven for the clash.
Mendez-Laing had the first real chance of the match, forcing Burge down at his near post to keep out the effort from the edge of the area.
A minute later, Henderson sent a superb ball in from the left but Callum Camps, who was the man waiting in the middle, couldn’t make a clean connection and the delivery flashed past the upright.
Calvin Andrew sent Burge scrambling as he sent a header at goal, but the effort travelled wide of the target.
Dale had been on the front foot and they deservedly took the lead through Henderson. After hitting the visitors on the break, Mendez-Laing delivered from the right and the skipper header down past Burge to open the scoring.
As the half progressed, the visitors’ only threat came from set-pieces but on every occasion, they failed to beat the wall. Rochdale, meanwhile, looked comfortable in possession and were very dangerous on the counter-attack, and had a couple of chances to double their advantage.
After Dale hit the Sky Blues on the break, Mendez-Laing’s initial delivery was defended away but Keith Hill’s side were quickest to react and the second phase ball was cleared away by Jordan Turnbull on the line.
Before the interval, Jamie Allen saw an effort held by Burge.
HT: ROCHDALE 1-0 COVENTRY CITY
Henderson netted his second of the afternoon seven minutes after the re-start to double Dale’s advantage. He was played through on goal by Mendez-Laing and caught Burge wrong footed as he finished first time.
Shortly before the hour mark, Mendez-Laing almost got his name on the score-sheet as he rode a challenge to race in on goal and dispatch an effort which looked destined for the bottom corner of the net. Agonisingly, it travelled just inches wide of the upright.
The visitors had their first shot on goal in the 66th minute, but Jordan Willis could only curl the effort over the bar.
Burge kept out a Camps strike from 20-yards, before Andy Cannon replaced Joe Bunney in Dale’s first substitution of the match.
There were big shouts for a hand ball inside the area as Allen had a shot blocked, but the referee was quick to wave away the appeals.
Cannon had an opportunity seven minutes after joining the action, heading just over the bar from a Mendez-Laing delivery to the back post.
There was a lengthy stoppage as the game entered its final stages, as Coventry’s Ben Stevenson required treatment before being stretchered off.
Rochdale saw the game out comfortably to earn the victory and close the gap on the top six to just three points.
FT: Rochdale 2-0 Coventry City