The 37-year-old professional cyclist is in Central Otago to attend the wedding of his best friend, former New Zealand Olympic and Commonwealth Games swimmer Scott Cameron.
Henderson told the Otago Daily Times he had one burning ambition left in cycling - to win a stage on the Tour de France.
He knows the odds are stacked against him. He is not getting any younger, and he has just recovered from an operation on a dodgy knee.
Besides, it is not his role to get on the podium for his Lotto-Belisol team. Quite the opposite, in fact. The team pays him to hang on and then bulldoze his way to the front of the field, so he can time a 30 second burst which tows team-mate Andre Greipel into a position to sprint for the stage win.
By the time Henderson crosses the finish line, he is usually sitting up on his seat. If it has been a good day, Greipel is lapping up the congratulations.
Plan A would have to go terribly wrong before Henderson got an opportunity to sprint the last 15 or so seconds and have a shot a glory.
''I want to win a stage of the Tour, to be honest with you,'' Henderson said.
''But it is pretty hard to do when it is your job to lead out Greipel.
''I'm not bitter or anything like that. I've had a lot of success in my career and had some major wins. But it is a box I would like to tick and it would be fantastic.
''It would have to involve a lot of luck. I'm 100% not employed to do that but maybe one day I could get over a climb that Greipel doesn't make it over, or there is a crash. A bit of luck, I said, but that is probably more bad luck. But it would be that sort of thing.''
Henderson's early major victories were on the track, where he won a silver medal in the Madison at the world championships in 2003 and returned the next year to win gold in the scratch race.
He also has a Commonwealth Games gold medal and three bronze medalsThere have been plenty of highlights on the road, too. He won a stage on the Vuelta a Espana in 2009, and on the Paris-Nice in both 2010 and 2011.
Henderson has competed in the Tour de France three times. If he is to ride in a fourth this year, he has some catching up to do.
He had an operation on his knee in December and needed 10 days' rest. While back to full training now, it has put his preparation back.
''I've lost some of my base endurance, which is the key for a successful season. So I'm really putting in the big Ks and it is just beautiful up here [Central Otago].''
Henderson, wife Katie and children Charlie (4) and Lachlan (14 months) spend nine months of the year living in Spain and the other three in Melbourne. Henderson tries to return to New Zealand at least once a year but, between juggling family and work commitments, it is not always possible.
They head back to Europe on February 14 and Henderson will compete in the Ruta de Sol beginning on February 20. It is not a top level event but it is a chance for Henderson to get in some racing and work his way back into the top team.
He has signed a two-year contract with Lotto-Belisol and hopes to race for another year after that. He has, however, started making plans for his eventual retirement which involves coaching and running tour groups.
