Henderson, 19, used to watch Sunderland from the Roker Park terraces with his father but on Tuesday night he was the darling of the Stadium of Light as he took centre-stage with his first senior goal for his hometown club.
Kevin Keegan ready for Joey Barton backlashThe England Under-19 international put Sunderland on course for a comfortable third-round win in sublime fashion when he clinically applied the finishing touch to Kenwyne Jones' pull-back in the fourth minute.
The technically impressive Henderson met the ball with a first-time rising, side-footed shot from the edge of a crowded penalty box out that the outstretched Maik Taylor touched but could not divert wide.
The academy product, loaned last season to Coventry, justified the rave reviews he has earned from manager Steve Bruce on his ninth Sunderland appearance with an accomplished all-round performance despite the seasoned Barry Ferguson's presence.
Fraizer Campbell doubled the lead when he beat the flat-footed Taylor to nod in Andy Reid's 23rd-minute cross on the edge of the six-yard box to register his first goal in his eighth game since moving from Manchester United.
It ensured a satisfying evening for former Birmingham manager Bruce whose side defended more strongly and sharply than ever thanks to full debutants John Mensah and Paulo Da Silva.
But it meant there would be no fairytale return to Wearside for former Sunderland talisman Kevin Phillips as Birmingham paid the price for manager Alex McLeish's decision to make seven changes from the side that prospered at Hull.
Kieran Richardson saw a cross brush off the bar in a one-sided contest in which Sunderland goalkeeper Craig Gordon did not make a single save as Birmingham meekly bowed out of the competition.
Sunderland manager Steve Bruce said: "it was good for Jordan and Fraizer. They are two young boys who have a bright future here and they will always remember their first goal so that was very pleasing.
"Mensah and Da Silva have given me food for thought. They produced a performance that was exactly what I wanted. They have given me a big problem for Sunday when we play Wolves."
Birmingham manager Alex McLeish added: "We have bigger fish to fry but one plus points is that we welcomed back Liam Ridgewell from a broken leg."
Sunderland (4-4-2): Gordon; Da Silva, Turner, Mensah, Richardson; Malbranque (Healy 74), Henderson, Cana (Nosworthy 86), Reid; Campbell, Jones (Murphy 81).Goals: Henderson 4, Campbell 23.Subs: Carson (g), Ferdinand, Bardsley, Bent.Birmingham (4-4-2): Taylor; Parnaby (Preston 81), Espinoza, Dann, Ridgewell; O'Shea (Bowyer 63), Ferguson (Fahey 63), Sammons, McSheffrey; Phillips, O'Connor.Subs: Doyle (g), Chucho, Johnson.Booked: Espinoza, Preston.Referee: M Dean (Wirral).