Henderson started out in the PDC circuit and played one tournament in Scotland as well as the 2003 UK Open where he lost in the first round, having won his preliminary match.

He scored notable wins over Edwin Max and Dave Chisnall to earn a spot into the televised stages which were shown live on Setanta Sports.

In the 2011 Derby championships, Henderson hit a nine-darter in his second leg of the second round beating Andy Hamilton 6–5 and earning £800.

[3] He defeated on form Justin Pipe 2–0 at the World Grand Prix 2011, he went on to reach the quarter finals losing to eventual runner up Brendan Dolan 4–1.

[11] He qualified for the 2014 World Championship through the ProTour Order of Merit having claimed the ninth of sixteen places that were available to non-qualified players.

Henderson survived four match darts from Chisnall in the final set as he pulled off a big shock win in a performance he rated as the best of his career.

[13] Another tight match followed against Mark Webster with Henderson missing three darts at tops to seal a 4–2 win, and then went on to lose the deciding set to bow out of the tournament 4–3.

[15] He beat Steve Hine 6–4, Peter Wright 6–5 and Simon Whitlock 6–2 (with an average of 106.12) to reach the quarter-finals of the German Darts Masters, where he lost 6–2 against Adrian Lewis.

Van der Voort hit a crucial 157 finish with Henderson waiting on 80 for the match and from there the Dutchman won back-to-back 14 dart legs to knock him out.

[18] A pair of last 16 finishes helped Henderson enter the UK Open at the third round stage and he eliminated Steve Douglas 9–7 and then retained his composure when Daryl Gurney won five legs in a row to lead 8–7 by beating him 9–8.

[21] He improved upon that in the quarter-finals by averaging 107.72 during a 6–1 victory against Brendan Dolan and knocked out Adrian Lewis 6–4 to reach his first PDC final.

Henderson played world number one Michael van Gerwen and he sent the match into a final leg decider, after being 3–0 down, which he lost without getting a dart for the title.

[23][24] Henderson then took advantage of a poor performance from Rowby-John Rodriguez in the second round to thrash him 10–2 and reach his first major quarter-final in over four years, where he lost 10–4 to Peter Wright.

[33] Henderson, alongside Peter Wright, won the 2021 PDC World Cup of Darts playing on behalf of Scotland.

He continued to struggle on Pro Tour, but was again nominated for 2022 PDC World Cup of Darts, where he was defending the title alongside Peter Wright.

After losing in an early round of the last PDC Challenge Tour event, Henderson had to hope that Andy Boulton, Cam Crabtree and Owen Bates would not make the final.