Henderson, the captain of Liverpool, was interviewed alongside Fran Kirby of Chelsea in the One on One series, in which two athletes are given a set of questions to answer together.
The couple was asked about their amazement at the importance of mental health in sports since they began playing.
Henderson's reply was:
“The mental side is a huge part of any sport. I try to help younger players as much as possible — make sure they don’t get too worried about what people are saying on social media or in the press, things like that.
“That can have a huge impact on a player’s performance. When I joined Liverpool at 20, there were points where I was in a bad place mentally.
“So having experienced that, if I can use my platform to raise awareness and help some people feel better, that’s incredibly important to me.
“Now it’s not really a question of “Should I say something or not?” I’ve been there myself, so I need to do that.
“I need to try and help people”.