Henderson was booed down the tunnel by Blades supporters at the final whistle after wasting a series of golden opportunities to score against Middlesbrough.
It was only his third appearance in 12 months after injury but his profligacy was a major factor in a defeat that sent the Blades tumbling to the bottom of the Championship table.
Dutch striker Marvin Emnes twisted the knife by hitting a late winner for Middlesbrough and the Blades, who are seven points adrift of safety, have only six more games to pull themselves out of trouble.
Adams, who had promoted Henderson to captain in the absence of Nick Montgomery, said: “We have to remember that Darius has been out for an awful long time and I think he is getting sharper with every game.
“I am not going to decry him or moan about people who miss chances. When they are not in there and when we are not creating chances, we will have a pop.
“It’s not just about Darius, it’s about the team,” he stressed. “I thought Darius was excellent and led the line well.
“He caused their two centre-halves real problems and we fed off that. If Darius or whoever has missed chances, I will never have a go at them for that. It’s easy where we are.
“As long as he is in there to miss them, he won’t get any complaints from me.”
Defeat was cruel in the extreme for the Blades who played good football and put Middlesbrough under intense pressure for long periods. However they continue to leak goals that should be avoided.
When Boro took the lead after 19 minutes, it was totally against the run of play and goalscorer Matthew Bates also had a header from Blades defender Neill Collins to thank for his opportunity.
Despite the setback, the Blades kept up the pressure and were soon back on level terms.
Winger Bjorn Helge Riise, a constant threat down the flanks for the home side, delivered a perfect far-post cross and Matt Lowton’s downward header beat goalkeeper Paul Smith.
Just how Norwegian international Riise ends up playing for a club at the bottom of the Championship this season is hard to understand.
Deemed surplus-to-requirements by Fulham, he joined the Blades on loan in February and has stood out in just about every one of his appearances. With excellent ball control and delivery and the ability to go past players, he is a nightmare for the opposition. If only the Blades had more players of such talent, they would be sitting a lot higher up in the table.
Riise had not even started the last two games after losing his place through injury but returned as one of two changes forced on the Blades by injury to striker Ched Evans and the absence of midfielder Montgomery.
Middlesbrough were boosted by the return of midfielders Bates and Nicky Bailey and there was also a recall for Stephen McManus who had an outstanding afternoon.
The Blades, playing an attacking 4-3-3, took the game to Boro but found a well-organised and alert back four blocking their route to goal.
It was a completely different story at the opposite end where the Blades defence often looked vulnerable under the slightest of pressure. Fortunately for those concerned, the midfield three of Lowton, Michael Doyle, and Stephen Quinn provided a telling protective barrier and stemmed much that Boro had to offer.
Henderson spurned a hat-trick of first-half chances for the Blades, missing the target with two close-range headers and having a third blocked bravely by Smith.
Blades manager Adams felt referee Kevin Woolmer should have issued red cards to both Emnes and Rhys Williams.
Emnes swung a boot at Doyle after the pair had been up for a header and Woolmer waved play-on. Williams, meanwhile, had already been booked for a foul on Doyle but was let off for a trip on Riise.
Boro are still not mathematically safe from the relegation but started the afternoon 10 points clear of the drop zone. Although their performance showed they were not taking safety for granted, they had to stand up to long spells of pressure as the Blades played with spirit and gusto.
Boro created the fewer chances but would have gone ahead midway through the second half had it not been for an unbelievable one-handed flying save from Steve Simonsen to deny Williams.
Henderson’s worst miss arrived 15 minutes from time with the scores still locked at 1-1. Unmarked just three yards out, the striker looked certain to score when meeting a Riise cross but somehow managed to head the ball over the bar.
Home supporters looked to the heavens or vented their spleen as the striker put his head in his hands.
When any club is relegated, it is moments such as these which often go down in folklore.
A goal at that stage would probably have set up a victory and secured a vital three points.