Henderson joined the Reds from Sunderland as a youngster.
He said: "Yeah it was pretty sudden.
"I had a few clubs looking, watching the games. I know United was one because our gaffer at the time was Steve Bruce, so he'd tell us if Sir Alex was coming to watch us, he'd know.
"He would probably tell us that because he knew it would help us perform even better.
"At the time Man U were flying. It gave me great confidence. But it wasn't only United. There was talk of [Man] City and obviously Liverpool."