Henderson has started the last four Premier League games for the Red Devils, while David de Gea has returned to the starting lineup for their Europa League tie with Granada.
Scholes believes the decision to play Henderson in the Premier League makes him number one, but he refuses to "write off" De Gea.
He told BT Sport: "It's always awkward when you try and keep two goalkeepers happy.
"Who is the number one here? Ole is saying both which is clearly wrong. With David de Gea's wife having a baby, it gave Ole the chance to make Henderson number one.
"I think number one plays in Premier League but has Henderson totally convinced Ole?
"I think he has a big chance but I don't think he has these five or six games he's played.
"What David de Gea did for 4/5 years, United could have been a mid-table team without him. I wouldn't completely write him off."