Henderson finshed his one month loan spell with Swindon last week, by scoing in the 1-1 draw at Blackpool, and Swindon then tried to sign him for £40,000, which was accepted by Gillingham on Tuesday.
However Henderson, and his agents wage demands were too large for Swindon to pay, but the deal is now off, and Henderson looks all set to now join either Hartlepool, Doncaster or Bristol City.
Bob Holt told Swindon's official webiste "We have gone to the limit and if we had gone any further it would have been disproportionate to the current structure our regular players are set. Those players have been loyal to the club over time and consequently had we paid Darius anymore, it may well have caused disruption within the team.
"The offer to him is far in excess of what he was earning at Gillingham and it would appear to me that his agent and indeed Darius have a highly inflated opinion of his ability and his worth to this football club."
