Henderson has been the number 2 to David de Gea this season and has been keen to leave Manchester United on loan this month.
The Premier League giants have been reluctant to let him go but in the final hours of deadline day, they have received loan enquiries for him.
Watford have probed the possibility of taking the goalkeeper to Vicarage Road on loan for the rest of the season.
New Watford manager Roy Hodgson wants an upgrade between the sticks and he has identified Henderson as a potential target.
A loan could be quickly sorted out in the final hours of the window but Henderson is still unlikely to leave Old Trafford.
Ralf Rangnick has been insistent on keeping him and Manchester United are worried about ending the season with Tom Heaton as their number 2.
Newcastle have also been interested in Henderson but they have been busy recruiting for other areas of their squad and it is claimed that their focus is elsewhere.
The Magpies are unlikely to try and sign him especially after their fraught negotiations with Manchester United for Jesse Lingard.
