Henderson signed a new contract at Manchester United last season and was hopeful of getting a real opportunity of dethroning David de Gea this season as the number one goalkeeper.
Bur despite committing some high profile errors, De Gea has remained the first choice and the 23-year-old has been reduced to playing cup football this season.
Henderson has made 13 appearances this season for the Red Devils but only three of them came in the Premier League and the shot-stopper is frustrated.
The England international could angle for a move in the summer if he is not assured of being the number one next season and there is already interest in him.
At least one Premier League are keeping tabs on his situation at Old Trafford and could make a bid for him in the summer.
Tottenham have been linked with having an interest in him and he is also believed to be on the radar of Borussia Dortmund.
Ole Gunnar Solskjaer has so far been reluctant to move Henderson ahead of De Gea in the pecking order at Manchester United.
But he may have a decision to make in the summer if the 23-year-old threatens to leave in order to play more football.