The new Liverpool captain has spoken openly for the first time about the dark day when the Reds were walloped 6-1 by Stoke to cap a nightmare season that saw them finish sixth in the Premier League.
It was a performance that cast doubt over manager Brendan Rodgers’ future and ruined the big send-off for Henderson’s predecessor Gerrard, who left for LA Galaxy this summer.
The Reds squad had booked a holiday in Dubai to see off the Anfield icon months in advance.
But when it came around – just a day after their thrashing in his final game for the club – it did not feel like the right time to be partying.
“A lot of us didn’t want to go, to be honest,” said Henderson.
“It had been organised for a number of months and it was especially for Stevie.
“He has been such a huge role model for everyone who has been here and we had wanted to make sure that we said goodbye to him properly off the field on a more personal level, to do something special for him.”
The footage of the players dancing, singing and enjoying themselves in Dubai infuriated fans who were still smarting from Liverpool’s heaviest defeat since 1963.
“If it was just a holiday, we wouldn’t have gone,” said Henderson.
“That is natural when that happens.
“It stays with you but then there comes a point when you have to move on. I won’t forget that day in a hurry.
“That game will stick in my mind for a long time. You have got to keep it as a motivation to make sure it never, ever happens again.”
Stoke were 5-0 up at half-time and Liverpool’s new look black kit felt disappointedly apt for the occasion.
Henderson said: “It was sickening, really. It was embarrassing to go there as a Liverpool player and get beaten like that.”
This time last year, Gerrard opened up about another bad day in a Liverpool shirt on last summer’s pre-season tour in America and his infamous slip that blew the league against Chelsea, virtually handing the title to Manchester City.
Henderson showed similar qualities to his old Anfield mentor having now taken over the armband.
“I know there will be more fingers pointed at me during the season if things don’t go according to plan but that is part and parcel of football,” he said.
“I can deal with that. I have dealt with a lot worse. It is about me helping to make sure we are in the best condition and mind-set to perform every week.
“I’m hoping this can be a big season and I am very excited to see what will happen.
“I know there will be a lot of pressure with people saying “oh, you’ve taken over from Stevie” but all I want to do is be successful for the team.
“I want us to win things and there would be no place better to win things as a captain.”Henderson will struggle to shake off the Gerrard comparisons.
It is unfair to compare the two given Gerrard’s iconic status, but Henderson, 25, will now be the voice of the dressing room.
“I still speak to him on a regular basis,” said Henderson.
“He always tells me that if I need any advice, he is always on the end of a phone.
“I have taken as much as I could from him and I will try and use that. But going forward, I have got to do what I believe is right and what I want to do.”
It has been a remarkable three years for Henderson as 36 months ago he was having a very different conversation with Rodgers than the one this summer when he was told he would be captain.
Rodgers had just arrived at Liverpool and wanted to bring Clint Dempsey in from Fulham with Henderson being used as part of the deal.
The Reds manager gave Henderson the choice to go or stay and fight for his place.
But there was only one decision for the €28m signing from Sunderland in 2011.
Now he is the captain of one of the world’s biggest clubs and sharing the front cover of the computer game FIFA with the best player on the planet – Lionel Messi.
He added: “It’s remarkable really, isn’t it?”