Henderson and David De Gea had been battling to be United's first choice goalkeeper last season, but the England international has made just one start - coming in the EFL Cup - since May.
The 24-year-old has grown increasingly frustrated since the start of the season and is worried about his Three Lions place.
Gareth Southgate would love to be able to call upon Henderson in the long-term, but his struggles for first-team football will make it difficult for him to keep his place in the squad - something the England boss has commented on in the past.
Henderson has spoken to United boss Ole Gunnar Solskjaer about his future and he is unable to make any guarantees to him - but he has confirmed to him that the club will allow him to leave on a long-term loan, given they have him under contract until 2025.