The 23 year old striker is down the order at Sixfields and feels a loan move might help.
"I am thoroughly enjoying my time at Northampton, but for one reason or another I am not playing in the side," Henderson told skysports.com.
"Every footballer wants to be playing and I am no different.
"I would definitely consider going out on loan to try and get some games."
Henderson's agent Jesse Learoyd-Hill has confirmed they will now weigh up the forward's options.
"I can understand Ian's frustrations at not getting games on a regular basis," said Learoyd-Hill.
"Ian has a good pedigree and we will sit down and discuss his options and decide what might be best for him."