The England midfielder had earlier terminated his contract with Saudi Pro League side Al Ettifaq in order to sign for Dutch giants, Ajax.
Henderson isn't able to play just yet due to work permit issues, but was in attendance at the Johan Cruyff Arena for a 4-1 Eredivisie win over RKC Waalwijk.
The former Liverpool captain was seen grinning as he took photos of his new home stadium, and later posted a clip on his Instagram account.
The video showed the players walking out pre-kick-off, and Henderson also added three Xs, symbols from the Amsterdam flag which are used by the club.
The 33-year-old then got to witness his new side extend their unbeaten league run to nine games, with seven wins in that run helping them move nine points from the Champions League places - with a game in hand.
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Manchester United-linked Brian Brobbey scored twice to kick things off, with Kristian Hlynsson and Steven Berghuis then putting the game to bed.
Henderson left Saudi Arabia after just six months, with the climate among the reasons he called it quits early.
That won't be a problem in the Netherlands, with Henderson earlier posting a photo of himself riding around the city in the snow.
The midfielder posed with one of his children sitting in a basket on the front of the bike, and captioned the image: "Exploring my new city".