In the 2009–10 season Hendry won his opening matches in every ranking tournament, however didn't manage to get to a quarter-final until the China Open, where he lost 4–5 to Mark Allen, despite at one time leading the match 4–2. In the Masters Hendry lost in the first round. In the first round of the World Championship, Hendry defeated China's Zhang Anda. Hendry was 7–9 down in the best-of-19 match, but won three frames in a row for a 10–9 victory. At the press conference he confessed, that, had he lost the match, he would have seriously considered retirement. He lost in the second round 5–13 against Mark Selby. Apart from the Main Tour tournaments he won the seniors invitation tournament "Legends of Snooker" beating Ken Doherty 5–3 in the final. Another important event was the much publicised challenge match with Ding Junhui played in Beijing, which Hendry lost 6–13.