Rickham, who was paralysed in a diving accident 17 years ago, has joined up with Henderson, who lost his leg in a blast in Helmand Province in 2010, to sail across the world and place their names in the record books.
"This is a major part of my rehabilitation," said Henderson. "It is key to give myself goals, and setting sail on a voyage like this is definitely a pretty decent goal."
Rickham added: "It gets people, disabled or able-bodied, involved in sailing and shows them what a wonderful sport it is.
"More importantly, it gives people with physical disabilities the opportunity to really challenge themselves and try something they may have thought wasn't even possible. That can be really life-enhancing."
The pair set off from Southampton at midday yesterday.