Henderson kept 21 clean sheets to win the Championship Golden Glove award, and said after the Blades won promotion that he wanted to return to Bramall Lane next season.
"We're working our way through it," Wilder told Press Association Sport over the ongoing Henderson talks.
"We've been in discussions with Manchester United and I think they see it as a positive that he gets a year of Premier League football under his belt.
"I know Dean definitely wants to stop and our supporters absolutely adore him.
"We've got a good relationship with Manchester United and if Dean signs we'll be delighted.
"He's been outstanding since he's been at the club. He had a fantastic loan period at Shrewsbury, he's kicked on and has a wonderful future ahead of him."