Henderson joined Marc Guéhi as the only Palace captain to lift major silverware after he kept a clean sheet against the Spanish side.
The Palace 'keeper only took the captaincy in January. But as ever he was first to praise the job done by his teammates after a monumental effort secured a first European trophy, in our very first continental campaign.
"These boys, honestly, they amaze me," he told TNT Sports and former teammate Joel Ward. "It's very special tonight. Obviously, it's our 60th game and they've ran around all year.
"We've had some difficult times through the season, but on nights like this, the boys have delivered.
"Honestly, it's incredible. You can't give up and these are special moments with special people as well.
"These are memories that will last a lifetime. I've got my family out here as well... it's incredible. I'm just trying to soak it all in."
