The 20-year-old has spent the past year on the sidelines after suffering a cruciate knee ligament injury last season, but he is on the verge of a return to fitness.
"It is important for me to get games this season. I think the plan for me now is to go out on loan, get some first-team experience and see where I go from there," he told Sky Sports News.
"A few clubs are asking about me but I think they want to see I am match-fit before they take me, so hopefully I can have a few more games for the Under-21s and do that."
Henderson scored twice for Arsenal's Under-21s against Bolton Wanderers on Monday.