The Eagles could win their third major trophy in just over 12 months on Wednesday as they face Rayo Vallecano in the UEFA Conference League final in Leipzig, but the goalkeeper has revealed that it takes its toll emotionally.
“It’s the high to the low,” explained Henderson about his emotions following the FA Cup Final victory against Manchester City in May 2025, which saw the side qualify for European competition.
“I remember, three days after I didn't want to get out of bed. I was like, 'What has gone on here?' I swear. I don't know whether that was alcohol or...but I actually think it was like, I felt depressed. It was mad. But I don't know why. I've never really spoken about it.
“It's the emotions of it,” he added. “Even now, you're engaged the week before. Naturally, you're thinking about it. Even for the last couple of weeks, you're probably thinking, ‘Let's try and win the final’. It's natural. No one speaks about it. No one speaks about it to each other. It's just about your individual battles.”
Crystal Palace goalkeeper Dean Henderson celebrates with supporters after Palace’s win in the UEFA Conference League semi final second leg between Crystal Palace and Shakhtar Donetsk at Selhurst Park, London on 7 May 2026 (Photo: Nathaniel Hutchinson)Crystal Palace goalkeeper Dean Henderson celebrates with supporters after Palace’s win in the UEFA Conference League semi final second leg between Crystal Palace and Shakhtar Donetsk at Selhurst Park, London on 7 May 2026 (Photo: Nathaniel Hutchinson) (Image: Nathaniel Hutchinson)
Those individual battles are evidence of the toll the current, 2025/26 season has taken on Henderson and his players.
The final on Wednesday will be game number 17 in the UEFA Conference League this season and game number 60 overall – a club record for the South London side who are appearing in European competition fully for the first time.
“In my opinion, people don't really have a clue about what impact the first season [in Europe] would have on the players,” said the 29-year-old, who was named in England’s FIFA World Cup 2026 squad last week. “It was difficult times, but we've been good. It's been incredible. What a first season in Europe for Crystal Palace. When the tournament's got real (knock-out stages), we've turned up. We've delivered some great performances and some good results.
“The final is a chance to deliver something special. We won't freeze. We'll play with no fear and we'll have confidence. This is one that will give me great pride because we've been through it all this season. The lads have been unbelievable in the Premier League. They've done so well to get to where we are in the Premier League, then to keep pushing on [into the] quarter-finals of the Carabao Cup, a run-in every three days – people don't realise the toll it takes on them so I'm so proud of the lads getting themselves in this situation.
“To deliver something on the last day of the season would be incredible and it will be fully deserved. If we can deliver it, it'll be sensational.”
And Henderson is hoping that more silverware comes to South London for one man in particular – manager Oliver Glasner.
The Austrian announced earlier this season he would be leaving the club at the end of this campaign and the final is his last game in charge of the club.
“It would be a great way to finish off the movie for Glasner,” said Henderson. “He is the best manager this club's ever had and to finish on such a high would be sensational.
“I’m excited, all the boys are. We're looking forward to getting there and getting the game underway. We haven't really changed anything for the last two years, so we know what we need to do. When it comes to the big games, we've delivered and we're looking forward to delivering again.
“The togetherness in this group is phenomenal. All the lads are pushing in the right direction for each other. All the staff at the training ground, everyone. It's just like a family club. We're all pushing towards the same end goal. Everyone wants that happy ending and everyone's working towards that. It’d be unbelievable for him, wouldn't it?”