The two shot stoppers are battling for the number one shirt at United, with Henderson recently preferred to veteran De Gea in the starting line up.
Lindelof and his manager Ole Gunnar Solskjaer held a press conference ahead of United's Europa League quarter final first leg against Granada.
One of the questions was regarding the goalkeeping situation, and Lindelof responded by saying: "I feel very comfortable with both of them.
"I think every time they've played, they've performed at a very high level.
"We have great goalkeepers and I think that's always good for a team, that you have that competition.
"My back, I've been having some problems with, but I feel much better than I did before."
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