The League One side came close to equalising prior to Henderson's strike, with Joe Garner being denied by the woodwork.
Read how all the action unfolded below:
7.16pmGood evening! It's just half an hour until kickoff at Deepdale, where Preston North End and Nottingham Forest will be hoping to avoid a repeat of last month's goalless draw. Let's start with a look at the team news for this evening's game.
7.17pmPRESTON STARTING XI: Rudd, Clarke, Wright, Buchanan, Wiseman, Keane, Humphrey, Holmes, Welsh, Kilkenny, Davies
7.18pmFOREST STARTING XI: De Vries, Harding, Collins, Lascelles, Jara, Moussi, Halford, Abdoun, Mackie, Derbyshire, Cox
7.19pmPRESTON SUBSTITUTES: Stuckmann, Laird, King, Beavon, Gallagher, Garner, Hume
7.20pmFOREST SUBSTITUTES: Darlow, Reid, Greening, Majewski, Osborne, Henderson, Paterson
7.23pmIt's a much-changed side for the visitors, who may be prioritising a promotion run over cup success. However, there's one absence that has been forced on them. The club confirmed this evening that the midfielder will miss the next three months with a fractured back.
7.26pmPreston have Kevin Davies back from a three-match suspension, but are without on loan striker Craig Davies, who is cup tied having appeared for parent club Bolton Wanderers earlier in the competition.
7.28pmAhead of this evening's match, home manager Simon Grayson told the Preston website: "We have done well against Championship sides at home this season, beating Blackpool and Ipswich. Wednesday will be a chance to show what we are about in front of a TV audience, raising the profile of the football club and the players, and hopefully we can cause an upset and get through to the next round."
7.30pmMeanwhile, Nottingham Forest's assistant manager Ned Kelly told Nottingham Evening Post: "You might have noticed in the past that the gaffer has a massive desire to win everything. That spreads into the players. We will not get carried away with anything, we are delighted to be on such a good run."
7.33pmBoth team's are in good form heading into this match. The visitors are unbeaten in their last 13 in all competition, while Preston have lost just twice in their last 22 outings.
7.36pmShould the sides play to another draw this evening, there will be 30 minutes of extra time before a penalty shootout. Grayson has admitted that his side has not been practising penalties because of the weather, while Billy Davies insists that his side practise daily.
7.39pmAs mentioned in the introduction, Sheffield United await the winner of this evening's match in the fifth-round, following their dramatic win over Fulham in last night's replay.
7.42pmPREDICTION! With the players getting ready to head out onto the pitch ready for tonight's replay, it's time for a quick prediction. Preston will head into the match full of confidence given their recent form, and will fancy their chances of causing an upset this evening, but the visitors should just have enough to edge past. I think Forest will clinch a 1-0 win, but I wouldn't be surprised to see extra time.
7.43pmThe players are just making their way out of the tunnel ready for kickoff. It's a decent size crowd at Deepdale, which will be a big help for the League One side.
1 minNottingham Forest get the game underway.
3 minPreston look to apply some early pressure, with Kevin Davies making a run out wide before crossing in for Neil Kilkenny, who was running towards goal, but he doesn't get there in time, allowing Dorus de Vries to come off his line and claim it.
6 minThe hosts continue to look the more eager of the two sides at the moment, with Forest happier to sit back and get their passing game going. Tom Clarke tries to exploit this with a deep ball forward for Davies, but he gives it too much, allowing De Vries another comfortable take in the visitors' goal.
8 minThe visitors try to apply pressure inside the Preston box for the first time this evening, but Simon Cox can't keep control of the ball on the edge of the area. It doesn't matter though, as the lively striker was flagged for offside too.
10 minForest are starting to look a bit more threatening now, after a rather subdued opening spell. Derbyshire shows his pace down the wing before trying to cross it for Abdoun, but once again the flag is up.
12 minThe home side force a corner, which De Vries has to tip behind. At the second time of asking, Kevin Davies tangles with the Forest goalkeeper looking for a header, but he's penalised for fouling the keeper. He argues to the referee that he was fouled first, but Jon Moss gives the benefit of doubt to De Vries.
15 minCHANCE! The visitors are on the attack again, with Lee Holmes looking for support from just outside the box, but he realises he's on his own so has to take the shot on himself, and can't squeeze it inside the near post.
17 minThe hosts are having a really strong spell at the moment, as John Welsh crosses in looking for Davies, but the striker can't get to the ball in time for the tap in.
17 minAbdoun immediately plays the ball down the other end, but Clarke is able to put it behind for a corner.
18 minGOAL! Preston 0-1 Nott'm Forest (Mackie)
18 minIt's a brilliant finish from Jamie Mackie to put the visitors ahead. Declan Rudd decisively punches the ball away from the initial corner, but Mackie is waiting just outside the box, and taps it to Derbyshire to help himself get into striking range, before drilling it in for the Championship side.
20 minForest have a chance to make it two almost straight away thanks to a fantastic run from Abdoun, who has probably been the visitors' best player so far. However, Derbyshire drifts offside while getting ready for the delivery.
23 minGoing a goal down doesn't appear to have deterred the hosts, as Kilkenny lines up a shot from the edge of the box, but he's under pressure from Abdoun, and slices his shot wide, although it does look like the Forest man may have got the last touch, but the referee awards a goal kick instead.
26 minThe home side are on the charge again, this time with Holmes looking to shoot from range, but his finish is weak, and fails to trouble De Vries. Preston have been keen to get forward, but haven't been able to get numbers in the box, forcing most of their efforts so far to come from range. They need to try and get in closer to really test Forest's reserve keeper.
29 minCHANCE! Simon Cox comes within inches of doubling the visitors' lead, picking up a well-placed cross from Derbyshire, but Preston get just enough pressure on the striker to force him to poke it just wide.
30 minCHANCE! The home side have a free kick just in from the corner flag. Kevin Davies has a chance to backheel it in, but De Vries pulls off a diving save to prevent the equaliser.
30 minBOOKING! Jamaal Lascelles picks up the game's first yellow card for a clumsy tackle on Holmes just outside the box, giving Preston another dangerous free kick.
32 minIt's a wasted free kick for the League One side as Lee Holmes looks to tee it up for one of his teammates, but it looks like they were expecting him to go for goal as none of them rush in from the wall, leaving Forest with an easy clearance.
35 minHumphrey picks up the ball out wide before whipping in a superb cross for Davies, but he loses out the Collins at the far post. The home side try to play it back in, with Keith Keane eventually getting the shot away, but it's well off target.
38 minPreston are looking really determined to make sure they go in level at the break, with Holmes trying to play it through the middle. Welsh picks it up and tries to set the winger up for a tap in from close range, but he loses his footing, and Harding is able to clear.
41 minOnce again Preston send the ball in for Davies, but the striker can't get up high enough to go for the header. He collides with Abdoun while trying to win the ball back, and it appears to have left he Forest midfielder with a leg injury. It was a pretty reckless challenge from the Preston man, he may be a bit lucky to have gotten away with that, it was two-footed and studs up, but the referee appears not to have realised the full extent of the tackle.
44 minCHANCE! A brilliant long ball into the box from Keane leaves Holmes with a chance to power it in from close range, but he scuffs his shot, allowing De Vries to parry it away. Keane and Holmes both get chances during a scramble in the box, but they can't force it in, and Forest eventually get it to safety.
45 minThings are just starting to get a bit heated between the two sides, and Jon Moss has to call Kevin Davies and Greg Halford over for a talking to. Meanwhile, there will be three minutes of stoppage time.
45+3 minPreston try one last attack before the break, with Wiseman and Welsh building up well in midfield, but Holmes couldn't keep hold of it in the box, and it will be a Forest goalkick with just a few seconds left the play in this half.
45+4 minTom Clarke and Simon Cox collide with Forest trying to create something late on, resulting in a free kick for the visitors. Cox gets a header, but he gives it too much power, and it flies well over. That should be about it for this first half.
45+4 minHALF TIME: Preston North End 0-1 Nottingham Forest
8.36pmA stunning striker from Jamie Mackie in the 18th minute leaves Nottingham Forest with one foot in the fifth round of the FA Cup as they head in to half time in their replay against Preston North End this evening. The home side certainly haven't given up though, and should continue to pose a threat after the break.
8.39pmIt was actually the League One side that saw the majority of the possession in the opening 45 minutes, with 0% of the ball. They also had eight shots compared to just four from the visitors, while both had an effort on target.
8.41pmOne area where the visitors has struggled has been with offsides. The Championship outfit have drifted offside five times so far tonight.
8.44pmIt was certainly a busy half for Kevin Davies. He seemed to be involved in almost every attacking move by Preston, but may also be lucky to still be on the pitch after a two-footed challenge on Djamel Abdoun. He's given away a few other free kicks as well, and will have to watch himself after the break having earned himself a talking to from Jon Moss shortly before half time.
8.47pmPreston have an attacking bench should they decide to make some early changes in the second half. Davies is currently the only recognised striker on the pitch for the hosts, but the likes of Paul Gallagher, Stuart Beavon and Iain Hume are among the substitutes.
8.49pmThe players are starting to make their way back out for the second half.
46 minPreston get the second half underway.
47 minNeither side have made any changes at half time, but Abdoun does make a point of showing Kevin Davies a series of cuts on his inner thigh where it seems the Preston striker caught him in the first half. Luckily for him, he seems fine to continue.
49 minPreston have made a bright start once again, with John Welsh applying pressure on the edge of the box for the hosts. He's pulls it out wide for Holmes, but the midfielder's curled effort is comfortably claimed by De Vries.
50 minCHANCE! Davies unleashes a powerful strike from 20 yards out. It always looked from De Vries had it covered, but it was only a fraction wide.
52 minSUBS! It looks like Djamel Abdoun's first-half collision with Davies has proved too much, and he has to make way, with Jamie Paterson, who scored a hat-trick against West Ham in the last round taking his place. Meanwhile, Matt Derbyshire is also coming off, being replaces by Rodoslaw Majewski.
53 minCHANCE! From nowhere, Mackie bursts into the box looking for his second of the night, but Clarke does just enough to put the striker off, and he slices it well high. Incidentally, Abdoun was still muttering to Davies as he made his way off, he's clearly really not happy about the incident which has forced him to exit this game early.
54 minDISALLOWED GOAL! Simon Cox thinks that he has added a second for Forest, but a late flag from the official cancels out his solid half-volley from the middle of the box. Truth be told, I think the linesman might have made a mistake there, as Cox appeared to be level with David Buchanan as the ball was played in.
57 minJara makes a rare move up front for the visitors, but his first touch is lacking, and he lets it go for a goal kick. It looks like both sides are in a hurry to score at the moment, with Forest looking to silence the resurgent Preston, who have been lively since the start of the second half.
60 minChris Humphrey makes a move for Preston, but just loses the ball while looking to get the cross in from the right hand side, and it goes behind for a goal kick. He protests to the assistant referee, but the linesman won't change his mind.
62 minPreston are still pushing and win a corner, but it's quickly cleared by the Forest defence, who have looked solid throughout the match so far.
64 minDavies gets his first decent chance of the second half, but once again he lacks height in the box, and loses out to the big Forest center-backs.
66 minSUBS! It's a double change for the hosts as Paul Gallagher and Joe Garner come on for Lee Holmes and Chris Humphrey. They're both regular starters in League One, so should give Preston so extra fire power.
69 minPENALTY APPEAL! Kevin Davies tries a low strike in the box, but it's deflected away by a block from Greg Halford, but the home players immediately look for a penalty, believing that the midfielder handled the ball. The replays clearly show that the ball came off Halford's hand, but Moss doesn't give the decision.
71 minPreston have a corner, and several players try to bundle it in from close range, but somehow Forest manage to hold on. It feels like this is going to be a lively final 20 minutes as the home side push to get back on level terms.
73 minBOOKING! Majewski picks up the second booking of the game for a hacking down Welsh in midfield.
76 minCHANCE! Scott Wiseman comes so close to levelling for the home side with a rocket from 35 yards out. It looks like it had De Vries beaten, but flashes just wide.
77 minSUB! Preston make their final change, replacing David Buchanan with Scott Laird.
79 minThere's a potential problem brewing for Forest. It appears that Dorus de Vries has sustained an injury while diving to try and save Wiseman's rocket. They've already made their three changes, so would be left a man short if he can't continue. It looks like he's going to play on for now, but he isn't moving too well.
80 minCHANCE! It's brave keeping from the wounded De Vries as he dives to save a low drilled shot from Davies. Preston must be starting to wonder what they actually have to do to score!
81 minForest finally manage to move play down the other end after a solid spell from the hosts and they force a corner, but it's easily cleared following a punch away from Declan Rudd. The Preston goalkeeper has had little to do so far this evening.
84 minJoe Garner works hard to keep hold of the ball in the box after losing his footing, but he was never able to fully recover, letting the ball go out for a Forest throw in.
86 minCHANCE! Gallagher thinks that he spots De Vries off his line and tries to lob it over the keeper's head, but he judges it wrong, and De Vries just manages to hold on. He still seems to be struggling with his injury, but he's doing just enough for the Championship side.
89 minPreston still haven't given up on this match, and have another corner. Harding manages to clear it off the line before Moussi gets it clear, but Preston are already playing it back in, but it goes wide when Gallagher scuffs his finish from the edge of the area.
90 minOFF THE BAR! It just isn't Preston's night! Garner twists and turns superbly in the box to defy three Forest defenders, only for his powerful strike to be kept out by the crossbar.
90+1 minPreston have four minutes of injury time to find an equaliser, news that it welcomed by the almost 9,000 home fans that are at the game.
90+3 minCHANCE! Gallagher crosses for Davies, and it brushes the top of his head, but it's just a fraction too high for him to make it count. The striker looks rather hopefully to Jon Moss, suggesting that he may have been pushed, but it really was the most optimistic of penalty appeals.
90+4 minGOAL! Preston 0-2 Nott'm Forest (Henderson)
90+4 minFootball is a cruel, cruel game sometimes. Having dominated all second half, a momentary lapse from Preston allows Darius Henderson through on goal, and he hits it on the half-volley from 25 yards out to seal Forest's place in the next round. That will surely be the last action of the match.
90+5 minFULL TIME: Preston North End 0-2 Nottingham Forest
9.43pmIt's a devastating end to the match for Preston, who had given everything in the second half, but it just wasn't to be. Although the 2-0 scoreline may flatter the Championship side, Forest took their chances well, with top class finishes sealing the win for the visitors.
9.45pmBilly Davies's men will face another League One side in the fifth round following Sheffield United's win over Fulham last night. The Blades may be struggling in the league, but have already knocked two Premier League clubs out of this competition, so it could be another tough one for Forest.
9.46pmWell that's all from this match, but stick around to read reports from all of tonight's matches, and join us again at the weekend when both of these sides will be back in league action. Until then, thanks for joining me this evening, goodbye.