Henderson is a shifty guard who is at his best with the ball in his hands, consistently keeping defenders off balance with his change of pace and ability to attack. He does a great job reading the defense, taking advantage of open gaps and getting downhill whenever opportunities present themselves. Henderson can score the basketball in a variety of ways, making him a difficult player to contain once he gets into rhythm. One of the more impressive aspects of his game is the way he uses his body as a shield, protecting the ball from defenders and preventing them from disrupting his dribble while finishing plays in traffic.