The 18 year old winger made 12 appearances for City before breaking a bone in his foot and having to return to parent club Sunderland.
Said Henderson, who is wanted on a season long loan by the Sky Blues, to the CT: "The loan spell at Coventry was excellent for me. "I got over a dozen games before the injury and was picked to start pretty much every game that came around.
"I learned a lot of things there which I'll take into the close season and look to kick on again from that next year.
"The great thing about the Coventry loan spell was that every game I learned something new. "The manager, the staff, players, everything was brilliant down there. They were a good team as well and I loved every minute of it down there."