In a trio of League One meetings with the Millers last season, the Manchester United loanee saved two penalties and produced one of the finest goalkeeping displays the New York Stadium has seen when helping Shrewsbury Town to victory almost exactly a year ago.
Rotherham did eventually have the last laugh on Henderson via a promotion-clinching double from Richard Wood at Wembley that came a couple of months after a Twitter post by the England Under-21s international declaring himself to be ‘The Greatest’ had been pinned to the dressing room wall by a couple of Paul Warne’s squad.
But, going into Saturday’s derby clash, no-one in the Rotherham camp was in any doubt as to how formidable a barrier Henderson was likely to be on his return to the south Yorkshire town with Sheffield United.
So it proved, the 21-year-old’s display between the posts being a rare beacon of light on what was otherwise an afternoon that left Blades manager Chris Wilder in a dark mood after his side were twice pegged back in a pulsating clash.
The second of those levellers came deep into stoppage time via a pinpoint shot from substitute Jamie Proctor that was destined for the net from the moment the ball left his right boot.
It meant an ultimately frustrating return to the New York for Henderson, who despite the visitors being distinctly second-best after half-time had clearly lost none of his belief that the Blades can win promotion.
“We maybe thought it was going to be too easy coming here,” said the loanee to The Yorkshire Post. “That is the disappointing thing because if we turn up then we win the game.
“It was all about our changing room because we are the better team – by a country mile. But we have to turn up.
“You can’t give teams like this an opportunity, especially when they are at home. All the lads tried their hardest but they turned it into a basketball match. They make it tough.
“This division is competitive and it is games like this (that make the difference). We terrorised Wednesday in the derby. No-one can get near us when we play like that. Fact. Another day, that could have been 6-0.
“But we didn’t turn up against Rotherham. That is disappointing because, as a group of players, we have a great opportunity this season. I wouldn’t swap any player for anyone in our team – this is me being truthfully honest.”
Henderson’s afternoon turned out to be one of his busier since joining the Blades on loan for the season.
Just 35 seconds had elapsed when he saved smartly from a Richie Towell volley. Later in the first half, Henderson had to again be alert to, first, tip over Semi Ajayi’s effort and then turn Jon Taylor’s shot round the post.
By then, the visitors led thanks to a sublime feint and then finish from Mark Duffy on the edge of the Rotherham penalty area after Ajayi had gifted possession to Wilder’s men.
The Blades would have had a second shortly before the break but Will Vaulks blocked David McGoldrick’s effort on the line after the hosts had been unable to clear the danger from a corner.
It was a squandered opportunity that Wilder’s men came to rue with the Millers drawing level midway through the second half.
Taylor, a big threat throughout the afternoon, was credited with the equaliser but it needed a huge deflection off Chris Basham to beat a wrong-footed Henderson.
The home fans, overjoyed at being level, could not resist tauning the Blades goalkeeper with the chant, ‘He’s gonna cry in a minute’ but it looked like he would have the last word.
First, he produced a stunning finger-tip save to keep out Ajayi and then, with just five minutes remaining, Basham nodded the visitors back in front following good work by John Fleck and Billy Sharp.
Warne’s response was to throw on Proctor and Kyle Vassell in the hope either could ensure justice was done. Proctor did just that, albeit after a catalogue of errors that included Marvin Johnson needlessly losing the ball, Enda Stevens missing a vital tackle and then Oliver Norwood diverting the ball into the path of the substitute who finished from 15 yards to keep Rotherham a couple of points clear of the drop zone.
“The game deserved a finish like that,” said Proctor. “And we definitely deserved the minimum of a point. Maybe all three on another day.
“I understand why some write us off. Those outside our club simply look at the budgets and attendances, and automatically see us as a weaker side that should get relegated.
“But that is not true at all. We never roll over for anyone. Opposition managers have been complimentary, saying it has been their toughest game of the season. I would probably think the Sheffield United staff will say the same. I doubt they expect us to go down after that performance.”