In 2014, when Liverpool’s title charge went up in smoke against Chelsea and Crystal Palace, he sat on the sidelines suspended after a straight red for a rash challenge against Samir Nasri five games from the end.
In 2016, when Jurgen Klopp led them to the Europa League Final in his first season, Henderson was recovering from knee ligament trouble and sat watching from the bench as the Reds were beaten by Sevilla.
Even last year, as Liverpool booked Champions League football with fourth place, he was absent with a foot injury sustained in February.
This season has been different, though, as they have charged to the final of Europe’s elite competition led, for pretty much all of the way, by Henderson.
And while the Liverpool captain might be wise not to take too many risks between now and Saturday night, this season could end with him lifting the Champions League trophy.
After so much heartache, it is understandable if Henderson is not wanting to get too far ahead of himself, certainly not to picture himself hoisting the trophy over his head in Kiev.
“I’m just trying to keep things as normal as possible,” said Henderson. “Just do what we’ve done throughout the campaign. The semi finals were a huge moment for us as a team. It was a massive game to play in – to get to the final.
“When you’re in the final, you’ve got to do the same things and just focus on the game rather than everything else around it like lifting the trophy or looking at the past winners. It’s all about that game and looking at what’s important really.
“The important thing is doing your job.” Henderson has done a superb one for Liverpool this season – his worth emphasised by continued fitness and with it presence on the pitch as their season and tension has wound up ever more tightly.
It has been a campaign in which he says he has been in the best form and fitness of his entire career, but capping it off with anything less than a win on Saturday will be just more disappointment.
“When you’ve ‘played’ in a final and it doesn’t go your way and you lose it certainly gives you the motivation to put that right straight away,” he said of the 3-1 defeat by Sevilla in Basel. “I was frustrated because obviously I didn’t come on and couldn’t help.
“Afterwards in the team hotel it was the worst feeling ever. It hurt so much that you wanted to go home and switch off for a few days. And that feeling does stay with you.”
Henderson still remembers the inspirational way in which Jurgen Klopp dealt with deflated players when he arrived back at the team hotel.
“We were obviously down but when we got back to the hotel, the manager had something different to say,” said Henderson. “He reminded the players that he was still proud that we got to the final, reminding us of how much we’d improved since we came in.
“And he had this sort of vision that made me think in the future we’d get to another final. The manager was confident and wanted to use the experience of that final to keep us together and use it as a positive going forward.”
Two days out from that prophesied second final Henderson believes the pain of that defeat is still fresh enough to use to their advantage.
He said: “It could be a big moment in our careers, really – to learn from the experience. That if we got to another final we’d be ready. At that moment I sensed that he [Klopp] was confident about getting to another.”
With his track record Henderson could have been forgiven for not sharing his optimism. Now it has arrived though, he can start to dream.