The 19-year-old picked up the injury in the second half of Saturday's 1-1 home Barclays Premier League draw with Wigan.
Henderson was carried off on a stretcher with what looked like a nasty ankle injury, shortly after he had set up the equalising goal for Kenwyne Jones.
Ankle fears: Henderson is stretchered off as team-mates look on worryingly
Manager Steve Bruce said: 'Jordan will have a scan on Thursday. We are just going to let the swelling go down. It's pointless scanning him now because of the size of his ankle.
'We hope there's nothing more severe than a badly twisted ankle. If that's the case he is going to be (out for) four to six weeks, and I would have thought that would be the minimum, so we will keep our fingers crossed on Thursday.'
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