Swindon have been trying to sign the 23 year old striker, after he scored five goals for Swindon, including one on Saturday against Blackpool.
Swindon have put in two bids for the player, but both have been rejected, so unless Swindon can put in a third larger bid within the next few days Henderson will return to Gillingham.
Rory Fallon will start as Henderson's replacement in Tuesday's Carling Cup game away to Leeds United.
