The Louisiana-born Henderson played for the LSU Tigers, who won the 2004 BCS National Championship Game for the 2003 NCAA Division I-A football season.

Henderson caught the famed "Bluegrass Miracle" deep pass from Marcus Randall to help defeat the Kentucky Wildcats, 33–30.

[1] This play was also especially noteworthy as the Kentucky coach Guy Morriss had already received the famed "Gatorade shower" prior to the touchdown.

[6] Henderson benefited from the regime change in New Orleans after his rookie year, as the 2006 season saw Aaron Brooks give way to Drew Brees at quarterback and Sean Payton replace Jim Haslett as head coach.

On November 5, 2006, Devery had his best day as a professional in a game against the Tampa Bay Buccaneers, catching 3 passes for 111 yards and 2 touchdowns.

On December 10, 2006, Henderson caught two passes from Drew Brees for 92 yards and one touchdown, as the Saints defeated the Dallas Cowboys 42–17 on NBC Sunday Night Football.