A late penalty save from Josh Lillis earned Dale a point in a 2-2 draw against Northampton Town at the Crown Oil Arena.
Henderson converted a superb ball over the top from Callum Camps to put Dale ahead, before he scored a rebound from his own saved penalty just after the hour mark to double the lead.
Ash Taylor pulled a goal back for the visitors, before they equalised through David Buchanan.
When John-Joe O’Toole was brought down inside the area, he stepped up but saw his penalty superbly saved by Lillis to ensure Dale took at least a point from the game.
Joe Rafferty replaced Donervon Daniels in the only change from Saturday’s draw at Fleetwood Town.
The opening exchanges were even, although Dale came close after just five minutes when Henderson’s cross was turned onto the roof of the net by Matty Done.
Henderson then sent a low effort wide, before Billy Waters’ shot from outside the area was comfortably held by Josh Lillis.
A clever interchange between M.J. Williams and Joe Bunney led to the former putting in a low fizzing cross which was just ahead of Done and wide of the far post.
The visitors’ best chance came when Chris Long headed a deep cross on target, which would have found the back of the net had it not been for a superb block by Jim McNulty.
It proved to be a vital piece of defending by McNulty, as from the resulting corner, Dale counter attacked and opened the scoring.
Callum Camps won the ball on the far touchline and drove forward, before sending an exquisite ball over the top of the Cobblers defence for Henderson. He latched on to it, and sent a first-time half volley crashing into the far corner.
It was Henderson’s second goal in as many games, and Bradden Inman had a couple of chances to equal the Dale skipper before the interval.
He raced onto a through ball from M.J. Williams, but took a slightly heavy touch which allowed Matt Ingram to block his one-on-one effort.
Inman then forced the Northampton stopper into another save, this time from distance, as Ingram had to turn his effort around the post with a strong hand.
Long and Henderson both exchanged shots wide at the beginning of the second period, whilst Matt Grimes curled a free-kick wide of Lillis’ right post.
Just after the hour mark though, Dale doubled their lead, as Henderson also doubled his tally for the night.
Bunney’s superb ball down the line found Inman, whose cross was set be met by Done before he was hauled to the ground.
The referee pointed to the spot, and although Henderson’s penalty was saved, he turned home the rebound from close range.
Dale had a couple of chances to make it three immediately after the goal. Inman, causing problems down the left, sent a low cross into the area which was just turned away from Calvin Andrew at the last moment.
Andrew then touched a ball into the path of Camps, who showed a nice piece of skill to flick the ball up with his back to goal, before turning and volleying narrowly wide of the near post.
The visitors pulled a goal back with just under 20 minutes remaining, when Taylor headed home a corner kick from close range.
Steven Davies replaced Done, but just seven minutes after equalising, Northampton levelled. Buchanan found himself in a promising position inside the area, and fired an effort off the inside of the far post.
The visitors also had a number of chances to snatch the game inside the final ten minutes. Substitute O’Toole’s cross was perfect for Long, but his header was weak and easy for Lillis.
Sam Hoskins then saw an effort dip just over the crossbar, before they had a golden chance to win it from the penalty spot.
Harrison McGahey fouled O’Toole, who stepped up to take the spot kick, only to be denied by a superb save from Lillis to his right.
That stop gave Dale the impetus going into four minutes of added time, and they almost grabbed the victory through Jordan Slew who had replaced Andrew moments earlier.
Bunney’s cross found Inman who turned it on to Slew. The forward turned and shot with his right foot, but the effort creeped just wide with the final effort of the game.