Southgate stripped Henderson of his international captaincy as the Three Lions boss gave Harry Kane the armband for the World Cup, but the former Sunderland player is still happy to play out of position for his coach.
"I will play wherever he wants me to play - whether that is a more protective role or a more advanced role," Henderson told reporters.
"Obviously I have been a lot more used to the more entrenched position, but I would be pretty comfortable in either position.
"My role has changed for my club and my country, really. It isn't about scoring, it is about other people scoring and for me, it is about protecting a lot more. It's trying to create now and again, going forward and trying to start the play off."
England will play Tunisia in their opening World Cup game of Group G on June 18.