Over the weekend, the 24-year-old was the subject of distressing speculation and says his family have been affected by the situation.
In a statement posted on Instagram, Henderson wrote: “Can’t believe I’m having to do this but I’d just like to address the rumours that have come to light in the last couple of days.
“There are some sad people in the world that have attached my name to such inappropriate, hurtful and totally false news stories.
“I have a family who have even affected by this so wanted to put the rumours to bed and move on.”
The Cumbrian-born star joined the Red Devils from Carlisle United as a 14-year-old for an undisclosed fee and has risen through the ranks since to make a total of 29 appearances, most recently starting the shock loss at home to Middlesbrough in the FA Cup.