Charlie Bell scored a superb long-range strike to put the hosts ahead with 12 minutes remaining, and it looked as though Dale were heading for defeat.
However, an 89th-minute goal from Devante Rodney pulled Jimmy McNulty’s men level, before Henderson’s winner sparked wild scenes amongst the away contingent.
Jimmy McNulty made one change to the starting line-up from Wednesday’s game at Scunthorpe United, with Tyler Smith replacing Rodney. New loan signings Archie Baptiste and John-Kymani Gordon took their places on the substitutes’ bench.
The first 45 minutes were very shy of chances for either side, although Dale felt they could have been awarded a penalty in the 19th minute, when Dan Moss looked to have been held as he went to meet a back-post cross.
Lewis Simper had a shot deflected wide by his own man before seeing a low free-kick well held by Ben Winterbottom, whilst Aidan Barlow curled a shot from the edge of the area over the bar at the other end.
After the break, Simper, at the heart of things for Sutton, shot wide and saw another held by Winterbottom.
Barlow saw a curling cross drop inches wide of the far post, before Rodney glanced a stooping header wide from a Connor McBride cross.
Simper had a deflected shot fly narrowly off target, before Dale had a goal ruled out for offside when Henderson rounded the goalkeeper and turned home from McBride’s through ball.
Within a minute, the hosts took the lead, when Bell’s stunning strike from distance found the top corner.
However, Dale did not give up. The equaliser came when McBride’s cross was cushioned home by a superb Rodney volley, and there was more to come in the seventh of five minutes added.
Callum Perry’s cross from the left was nodded into the path of Rodney, who tried to poke home. It fell for Henderson, who slotted home from close range to send the Dale fans, players and staff wild.
Sutton United XI | Sims, Simper (87’ Eze), Pruti ©, Ogbonna (87’ Rodari), Taylor (71’ Harris), Eccleston, Njoku, Bell, Topalloj, Muller, Donkor.
Unused subs | Haigh, Urpens, Byron, Cashman.
Scorers | 78’ Bell.
Dale XI | Winterbottom, Gordon, East, Ebanks-Landell ©, Dieseruvwe (46’ Henderson), Hannant (82’ JK Gordon), Pettit (73’ Francis), Barlow (64’ McBride), Moss, Perry, Smith (64’ Rodney).
Unused subs | Duku, Baptise.
Scorers | 89’ Rodney, 90+7’ Henderson.
Attendance | 2,520 (375 away).
