In a heartfelt message, the former Liverpool captain expressed his "immense pride" in representing the Dutch side, fans and his teammates for their support during a challenging 18 months.
On Instagram, Henderson wrote: "I’ll always look back on these last 18 months with immense pride.
"When I first arrived at Ajax, I instantly felt the stature and history of the club. Despite knowing they were going through a difficult period, it was obvious that Ajax is special — true European royalty, synonymous with playing football a certain way. That identity and those values will always endure.
"My first six months were challenging in many ways. Nevertheless, we managed to secure European football, which was vitally important. A new chapter began with the arrival of Mr Farioli and his staff, and from that point on, I could feel and see the strength of the team growing week by week. To be challenging for the title until the final day, and to secure Champions League football — I don’t think anyone would have expected that before a ball was kicked last season.
"Unfortunately, we didn’t quite get over the line with the title, but I felt we achieved so much together. That was evident after the final game of the season — the whole stadium stayed to applaud and sing to the players and staff on the pitch. That was the moment I realised what we had achieved together, and how special our journey had been. Together."
"Most importantly, we gave our incredible fans something to cheer for — something to get excited by. We gave supporters the chance to see the team they love giving everything on the pitch. That feeling is something I’ll always remember and take with me forever," he continued.
"Thank you to the players, staff, fans, and everyone connected with Ajax. It was an honour to captain your club. I hope you could see that I gave everything every time I stepped onto the pitch. I’ll miss being with this group of players day to day, but I’ll always be watching and supporting them from afar.
"I wish you all the very best of luck for the future, and I hope that this season John and the boys can go one step further. They deserve it — and so do the fans. Success will return, and soon.
"I look forward to coming back with my family to the Arena in the future, as supporters ourselves. Ajax will always hold a special place in our hearts."