After taking the opening set in his first round match at the 2016 World Championship, Henderson went on to lose 3–1 against Darren Webster. One semi-final and a quarter-final appearance in the qualifiers helped him finish 17th on the Order of Merit for the UK Open. Henderson saw off Magnus Caris 9–4, before losing 9–6 to Adrian Lewis in the fourth round. His second semi-final of the year was at the 14th Players Championship event and he was knocked out 6–4 by Michael van Gerwen. He was ousted 6–3 by Gary Anderson in the first round of the Players Championship Finals.