Henshall, 20, signed for Ipswich this summer from Manchester City.
"I was getting quite involved with the Swindon first team when I was 15 and still at school," he recalled to the East Anglian Daily Times.
"I made the bench quite a few times, had a really good Milk Cup over in Ireland and suddenly had all these clubs coming in for me.
"I ended up in the Man United office and was ready to sign a contract, then something in my head just said 'don't do it' - so I walked out.
It's the sort of statement that needs clarification. So you actually walked out on Sir Alex Ferguson?
"Yeah!" laughs Henshall. "I had the pen in my hand, everything. I just put it down on the table and walked out without saying anything. I was only a little kid and just didn't know what to stay.
"My dad followed me out and said 'what are you doing?' I don't know if it was a flash from the future or something, but something just came over me saying 'don't sign for Man United'.
"My mum and my agent were still in there. They must have stayed for about 20 minutes waiting for me to come back in. In the end dad walked back in and said 'I think he's had a change of heart'.
"I don't know what came over me that day. I'll always remember it though."
For the big stories and the banter follow us on Twitter: @tribalfootball