Henderson was selected in the England U21 squad for the 2011 European Championships. However, England were knocked out in the group stage. He captained the England U21 team in a 6–0 win over Azerbaijan U21 on 1 September 2011, scoring one goal in the Euro 2013 qualifier. He then scored his fourth under-21 goal in a 2–1 win away at Norway, maintaining England's 100% record in Euro 2013 qualification. On 3 February 2013, Henderson was named the England U21 Player of the Year in the inaugural year of the award. He captained the under-21 team at the 2013 UEFA European Under-21 Championship.