The midfielder left Liverpool in the summer of 2023 to make a lucrative move to Saudi Arabia.
He joined Ettifaq, who are managed by former teammate Steven Gerrard.
Henderson was reportedly being paid £350,000-a-week to join the club, but wanted to leave just six months after signing.
When he joined, it seemed like he was in for the long haul.
In the Netflix documentary Saudi Pro League: Kickoff, a brief interview was played out.
READ MORE FOOTBALL NEWS
Cristiano Ronaldo opens up on impact Al Nassr move had on Georgina Rodriguez and his kids
Steven Gerrard keeps £15m-a-year job in Saudi Arabia - but loses two staff members
"I want to make the league better," he said. "It's growing all the time and hopefully that just continues."
Soon after he joined, he was itching to get back to Europe, with a number of factors are believed to have been behind that.
Ettifaq's dismal form, the climate, and the facilities at the club are understood to have played a part.
talkSPORT understands that his name was circulated to virtually every top club in Europe ahead of the January 2024 transfer window.
Most read in Football
Amorim set for first game in charge of Man United - predicted line-up and how to follow
Roy Keane's outrageous one-liner to Jill Scott sparks Gary Neville spit-take
Robert Lewandowski leaves Rio Ferdinand heartbroken with Man United transfer revelation
Reece James suffers fresh Chelsea setback after 271 days out injured
Ettifaq's position initially was that he was not for sale, but that softened when it became clear he did not want to stay.
Hatim Al-Misehal, head of the football committee at Al Ettifaq, told the Netflix documentary: "Even though we knew he wasn't happy it was still a shock when he told us he wanted to leave."
He ended up signing for Ajax in January 2024 after effectively buying his way out of his Ettifaq contract.
It seems like Henderson's frustration was taken on board and the club have since made plenty of changes to the infrastructure.
Al-Misehal added: "We had some difficulties at the beginning, including with the infrastructure. We paid the price for it with the difficulties the team went through at the start of the season.
"The development under Gerrard is clear. The club, thanks to God, is at least in a better place than it was last season."
Henderson's former teammate Gini Wijnaldum took over as captain at Ettifaq and said: "The facilities are an important part of being a top football player. It was a big shock for me when I came. It was something that had to change quick."
New changing rooms were built, as well as state-of-the-art recovery facilities and an improved gym.
Gerrard led Al Ettifaq to sixth place last season, but is under huge pressure in the 2024/25 campaign.
They are 12th after 10 games, having won just three times in the Saudi Pro League.
The Liverpool legend has faced great scrutiny over his job and changes have been made to his backroom staff.
Assistant manager Dean Holden and sporting director Mark Allen both left the club by mutual consent.
Meanwhile, former Rangers and Sunderland boss Michael Beale has been hired as his new assistant.