 Henderson was privately educated in both Hollywood, when his father was touring in vaudeville, and Britain, at St Joseph's College, Beulah Hill, London.In America, Henderson broke into show business, aged 10, when he was offered a role as the son of Clive Brook and Diana Wynyard in the Frank Lloyd film version of Noël Coward's play, "Cavalcade" (1933).He was also in the running for the part of David Copperfield in George Cukor's film of the same name, but his father insisted that he decline the part and return to Britain, because he felt Hollywood was not the place for a young boy.