The 36-year-old was seen jumping the advertising hoardings amid the celebrations at the Azteca, and landed awkwardly onto his wrist and was pictured being stretchered out of the stadium.
The Brentford midfielder has made a six minute cameo at the World Cup so far, coming on at the end of England's Group L victory over Panama, and looks set to be ruled out for the rest of the tournament.
England boss Thomas Tuchel spoke to the BBC following the incident.
He said: "Jordan (Henderson) just fell over and injured his wrist, it looks really bad.
"It's a quite serious injury and it doesn't fit to the evening that Jordan is now not with us. The doctor told me he is in hospital."
Henderson was seen leaving the stadium with England's support staff, and will not travel back with the team on Monday.
It's another blow for the Three Lions, with Reece James already sidelined with a hamstring injury, and Tuchel faces another headache following Jarrel Quansah's straight red card against Mexico.
England will face Norway in the World Cup quarter-final in Miami on Saturday.