Henderson, Sunderland born and bred, admits he owes all his recent successes to the schooling he had with the Black Cats.
Henderson, 23, said: "I wouldn't be where I am today if it were not for Sunderland. So when they get to a Cup final - especially when they had not been to one since 1992 - I had to go along and sit with the fans.
"I went with friends and family. It was a good occasion and fans were brilliant. I'm sure they will be disappointed with the result but the team gave it a great go.
"I have not been to many games as a fan while I have been playing but it was a good experience to do it. I was recognised by a few people but not too many, I just wanted to enjoy the day."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball