The 23-year-old is frustrated wit his role as back-up for David De Gea.
Henderson will leave Old Trafford if the situation does not change, and clubs are lining up for his signature.
According to Sky Sports, Spurs and Dortmund are currently the two frontrunners to sign the England international.
However, Henderson's £120,000-a-week five-year contract would be problematic for Spurs.
For his part, Henderson would prefer to be a success at his boyhood club but knows he can't spend any time warming the bench.