Manchester City are desperate to win the race for the highly-coveted young midfielder, with their rivals United also keen on taking him to Old Trafford.
But with Henderson in no rush to turn his back on the club he has supported since his school days, graduating up through their Academy system, Sunderland are satisfied they can keep hold of him.
Steve Bruce, the Sunderland boss, and chairman Niall Quinn have been encouraged by what the player and his father have been saying to them in recent weeks.
That has helped him to rediscover somewhere near to the sort of performance levels which earned him an England debut against France in mid-November.
The opening of the transfer window last Saturday has led to fresh speculation about his future, with the likes of City and United bidders when they feel the time is right.
Bruce accepts that time will come, but he is satisfied 20m-rated Henderson will be staying at the Stadium of Light for the rest of the season - and, hopefully, beyond.
"I'm not expecting anything, I cant see it but nothing surprises me," he said. "City have that many players and United dont usually do business in January, I think Patrice Evra is the one exception I can remember.
"I sincerely hope not but it would have to be absolutely huge anyway. The good thing we have got is Jordan doesn't want to go anywhere either. He is Sunderland through and through, he doesn't want to leave and he knows his next development over the next 18 months to two years is going to be with us.
"Now, if someone comes and offers him and offers us the right sort of deal, football is football and sometimes it happens. But for Jordan, over the next couple of years at least, it's about playing regularly."
Henderson is thought to be splitting with his agent, Colin Gordon, and Sunderland have been encouraged by discussions they have had with his father, Brian.
The 20-year-old has become one of the first names on Bruce's teamsheet in the last 18 months, earning a lengthy new contract in the process, and his boss does not see that situation changing.
"Players can go too early and then sit on the bench somewhere," said Bruce. "What does he want to do that for I think he's got his head screwed on well enough to know that.
"We can't pay what City can pay, but he is level-headed enough not to know that it's not right for him yet. I think his football matters to him more than what his back balance looks like at the moment. We all know that, later on in his life, it might be different, but hopefully it won't be for a while yet.
"I have told him he needs to stay here and develop and I have spoken to his father on Friday who is in full agreement with me on that. I've spoken to Jordan about it, too."
Henderson is not the only player Bruce, whose side travel to Aston Villa tonight, intends to keep hold of and he insists there is a drive to avoid any further outgoings this month.
There could be extended deals for George McCartney, David Healy, Jack Colback, Andy Reid and Matt Kilgallon - who are all out on loan - while Paulo Da Silva could head for Real Zaragoza in Spain after turning down a £1.5m move for Cruz Azul.
Bruce said: "It will take crazy offers to consider anything. I would envisage some business to be done on the lads out on loan, but we have worked extremely hard to get the club in this position so the last thing we want do is dismantle it."
Sunderland head to Villa Park without Lee Cattermole, who is out for a month with a back problem, while Asamoah Gyan is a doubt with a toe complaint and Ahmed Elmohamady has a head injury.
If Sunderland can claim three points they could, incredibly, be just three points off the fourth and final Champions League place, while Villa need to win to climb away from the bottom three.
Bruce said: "We've still got to get to 40 points and to get another 30 is going to be very difficult but it is coming. In March-April, if we are there, we will see what we can do then. But where Villa are shows if you lose your big players you struggle so you do need a bit of luck."
* Sunderland have reduced prices for the FA Cup third round tie with Notts County on Saturday. Tickets are priced 15 for adults and 8 for under 16s and over-65s if purchased before 5pm on Friday. Tickets purchased after 5pm will revert to 20 for adults and 10 for under 16s/over 65s. Black Cats Bar tickets are 25 if purchased before 5pm and 30 after that time.