The following season, he was again favoured as the Blades main striker and netted twelve times before once again being hit with an injury that would eventually keep him out for almost twelve months. Henderson returned to the Blades first team in March 2011 but was red carded during his first game back, and made only eight appearances that season, scoring two goals, as the Blades slipped to relegation.
On 22 October 2011, Henderson scored a hat-trick against Leicester City. The game ended 3–0 to Millwall and earned the team valuable points to steer them out of the relegation zone. Henderson scored his second and third hat-tricks for Millwall within a week, in a 5–0 FA Cup win over Dagenham & Redbridge and a 3–1 away win at Barnsley. He followed this up, scoring the equalizer against Southampton in an FA Cup fourth round tie. This goal took his tally for his season to 16, from 22 matches. It was also his 100th professional goal. During the close-season, Henderson was reportedly being chased by several Championship rivals but Kenny Jackett was keen to keep him.