The duo are performing twice in Dunedin today, firstly as part of a St Andrew's Day celebration at the Glenroy Auditorium, then at Al Bar.
''Expect two musicians who play pipes and whistles, as well as a great guitarist. We are going to be singing a few songs and playing some traditional and contemporary compositions to make you want to jump up and down, cry, laugh, make noise and sit in silence,'' explains Henderson, a three-time All-Ireland Uillean pipe champion.
Joined by Ainslie, who was nominated for Musician of the Year at the 2013 BBC Radio 2 Folk Awards, the pair mix a complex form of bagpipe - the Irish Uilleann pipe, which has two octaves - with the border pipe, which has a range of about one and a-half octaves.
''The structure of the music is melodic, major, minor and modal and is usually only limited by the limitations of the instrument,'' Henderson says via an email interview.
''I think when people hear the music they are surprised by how far you can push these limits though. I guess we don't like the limitations of genre because the music we make is all about pushing boundaries.''
Although he attempts to avoid genres, Henderson says Celtic music has its origins in Ireland (''where I'm from''), Scotland (''where Ross is from and where I now live''), Wales, the north of Spain, Brittany in the northwest of France, Cornwall and the Isle of Man.
''It kind of conjures up images of Celtic mist and battlefields and kilts and things like that, and I think people presume it to be old and all sound pretty much the same. This is all wrong.
''We listen to and play with musicians from India, America, Europe and wherever. We aren't tied by genres of musical styles. We play and compose music simply determined by whether we like it or think it's good, not based on what we think our audience will think and like.
''Perhaps that's easier to do when you've been immersed in a tradition from a young age anyway. We know where our roots are and that will never change. But the music is folk music, it's alive and breathing,'' Henderson says.
''I guess we consciously just try and make music that is interesting and challenging to us. People have been playing this music for hundreds of years, and we have to think that the music is always composed and inspired by what is going on around us, other music, political and social events: happy things, sad things.''
Henderson and Ainslie's latest album, Air-Fix includes several instrumentals as well as a few tracks with vocals, which begs the question: Is it more difficult to tell a story, or convey a message, by instruments alone?
''I guess it is harder to tell a story with melody alone,'' Henderson says.
''Audiences like words. Words give people a thing to go off, a backbone or storyboard, one might say.
''Often with melodies alone, we don't want to shove anything down anyone's throat. It's nicer to play a tune and let people take what they want from it.''
See them
Ross Ainslie and Jarlath Henderson perform at the Glenroy Auditorium, Dunedin, tonight as part of a St Andrew's Day celebration. The duo then play at Al Bar, Dunedin, from 10pm.