Henderson has 52 caps for his country, but is yet to score a goal while on international duty.
But the midfielder laughed off any criticism of his goal-shy national performances, saying he was saving his first goal for the right occasion.
Henderson said to reporters: "I'm keeping it for a big occasion. I've probably had some chances and of course it will be nice to score. But, at the same time, I just concentrate on winning. If I don't score but we win then I'm happy.
"If we win every game and I don't score for the rest of my career, then I'd be more than happy.
"It's all about winning, but it would be nice to score at some point."