Henderson’s initial deal expires in two weeks but the striker, 21, is in no rush to return to parent club Watford as the Millers are chasing promotion from League Two.
“Hopefully, the door is not shut at Watford but this is an opportunity to put myself in the shop window,” he said. “It is up to the manager – but I’d be more than willing to stay.”
The Millers host struggling Barnet today seeking a victory that might lift the club back into the top three.
With a Yorkshire derby at Bradford City in midweek before the visit of third-placed Bury to the Don Valley Stadium next weekend, the emphasis will be on gaining momentum with 13 games to play.
“Nine points from the next three games could set our season up,” said manager Ronnie Moore. “We are at home this weekend and we have got to get out of the blocks and get on the front foot.”