Evann Guessand scored a late winner as the Eagles defeated Wolves to claim a first home win of the New Year with the visitors finishing with ten players after a red card for Ladislav Krejčí.
Guessand was the hero of the day, but so was Henderson who, with the game at 0-0, saved Tolu Arokodare's penalty not long before half-time.
And the Palace skipper admitted it was a nervy performance, but said that the three points could prove a huge moment in the Eagles' season.
> We needed an injection of momentum and we got it today
>
> —Dean Henderson
Speaking to Sky Sports, Henderson said: "It's huge. Obviously with all the noise around us at the minute. It was nervy at 0-0 and they were down to ten men.
"But in the end we managed to get over the line.
"It \[the penalty save\] was a big moment before half-time but that's my job. That's what I'm there to do and hopefully I gave the lads confidence to go and get the win later on.
"The big man \[Evann Guessand\] came on and he was the difference maker today.
"We now have confidence of course. It's about momentum. We needed an injection of it and we got it today."