A special church service of “reflection and solidarity” was held at Eccles Parish Church in Salford, Greater Manchester, near his home.
The killing of Mr Henning, a 47-year-old former taxi driver, has left the community of Eccles in shock.
His widow Barbara has said his family and friends were “numb with grief” after receiving the news that he had been murdered by his Islamic State captors.
She thanked everyone who took part in campaigns and vigils at home and abroad for the aid worker’s release but appealed for privacy after receiving “the news we hoped we would never hear”.
A video showing the brutal murder of Mr Henning - who was kidnapped last December in Syria by IS militants - was posted on the internet by the group on Friday night.
In a statement issued by the Foreign Office, Mrs Henning, who had issued emotional appeals for her husband’s release, said: “Alan was a decent, caring human being. His interest was in the welfare of others. He will be remembered for this and we as a family are extremely proud of him and what he achieved and the people he helped.”
Father-of-two Mr Henning was also remembered during Eid prayers at Leeds Makkah Mosque yesterday.
Imam Qari Asim said: “The whole Muslim community is devastated by the news that Alan has been murdered. We offer our deepest condolences to the family of Alan Henning.”
He added that they wanted to use Eid as an opportunity to send a clear message to IS “of our solidarity, peace and compassion - an expression of the true Islam.”
Muslim groups across Yorkshire have been united in their condemnation of Mr Henning’s murder.
Fatih Ul-haq, president of Huddersfield South Ahamdiyya Muslim association said the “barbaric act of inhumanity” had sent shockwaves around the work.
“Our revulsion is compounded by the fact that this evil is perpetrated under the name of faith.
“Alan was a man who gave his time to help others displaced by war. A noble act to save lives, despite knowing the danger to his life. His murder is heart-breaking and utterly deplorable.
“The evil that IS perpetrates is the antithesis of all faiths. Muslims stand shoulder to shoulder with all others in an alliance of humanity to condemn this horrific act and this callous extremist group.
Dr S K Al-Ghazal, spokesman and founder of Syrian Association of Yorkshire (SAY) said Mr Henning was a “local and national hero.”
“We will remember him as a tireless and selfless humanitarian aid worker whose only concern was to
help people in need,” he said,
“The killing of Alan Henning was a cowardly and criminal act of appalling brutality by a group who do not represent Islam at all and in fact are an insult to the Islamic faith.”
A video showing the brutal murder of Mr Henning - who was kidnapped last December in Syria by IS militants - was posted on the internet by IS on Friday night, sparking worldwide condemnation not least from influential Muslims who had appealed for his life to be spared.
Mr Cameron immediately summoned defence and intelligence chiefs to Chequers to discuss the UK’s response, with special forces reported to be spearheading efforts to deal with the extremists who have also killed two American captives and threatened the life of a third.