The pair were walking down the tunnel and engaged in an animated conversation after the first-half, claims the Daily Star.
The Three Lions leaped in front after the third minute of the game thanks to a Luke Shaw goal, but were eventually begged back by the Italians.
England went on to lose the game on penalties after Bukayo Saka missed the decisive spot kick.
Henderson was furious with Donnarumma, who ran up to England star Raheem Sterling to protest the winger going down softly inside the penalty box.
Need a VPN? Or seeking to switch? Then support Tribal Football by clicking here to sign up with our official partners NordVPN. Not only will you receive the best VPN experience, but also great discounts by signing up via Tribal Football. Thanks for your support!