The youngster scored in Saturday's loss to Spain but was denied twice in the second-half by Manchester United teammate David De Gea.
Having not played frequently for United this season, there has been plenty of talk surrounding whether Rashford will fulfil his potential. But Henderson does not harbour those doubts.
"We all know how talented Marcus is," said the former Liverpool midfielder.
"His was a great finish. He had another one or two chances that maybe he would have liked to have scored but I thought he looked sharp.
"He was lively and he's always a threat on the counter-attack. He's a fantastic young player so he just needs to keep learning, keep improving. He's a big part of our team."
"Yeah, a little bit," he said. "I know Vards and he's a robust player. He's always fit and does not get many injuries. Obviously you've got to respect his decision.
"He spoke with the manager and he felt that was the best thing for his career at this moment in time.
"We have got plenty of other good strikers like Rashford. Welbs came on and he's been doing fantastically well in training, so hopefully it gives them an opportunity now."