On February 28, 1927, Henderson married Theodora Gregson Huntington (1904-1979) from Spring Valley, New York, which was located five miles north of Suffern. They had two children. Henderson and Huntington divorced in 1960. In 1928, Henderson took a job with a stock brokerage firm in Paterson, New Jersey. When the stock market crashed in 1929, he worked selling life insurance for the Phoenix Mutual Insurance Company.