The former Liverpool captain was jeered by a section of Three Lions fans when he was substituted during the 1-0 friendly win over Australia on Friday.
Southgate revealed afterwards that he didn't understand the reaction to the 33-year-old from the Wembley crowd.
England fans voiced their disappointment with Southgate's response but Steven Gerrard and Jude Bellingham have since sent messages of support to Henderson.
Should he be needed from the bench tonight, the Al Ettifaq star may find himself receiving a similar hostile reception - here's why...
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Why was Henderson booed?
Neymar, Karim Benzema and Henderson's former Liverpool teammates Roberto Firmino and Sadio Mane all signed for Saudi Pro League clubs this summer.
But it was Henderson's switch that garnered the most criticism and served as the catalyst for the negative reaction from England fans.
Henderson was a long-term ally of the LGBTIQA+ community, receiving great praise for using his profile as then-Liverpool captain to promote inclusivity in football.
The 33-year-old wrote the following in his programme notes ahead of Liverpool's 4-0 win over Southampton in November 2021.
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"I do believe when you see something that is clearly wrong and makes another human being feel excluded you should stand shoulder-to-shoulder with them.
"You also have a responsibility to educate yourself better around the challenges they experience.
"That's where my own position on homophobia in football is rooted. Before I'm a footballer, I'm a parent, a husband, a son, a brother and a friend to the people in my life who matter so much to me. The idea that any of them would feel excluded from playing or attending a football match, simply for being and identifying as who they are, blows my mind.
"The idea they'd have to hide from it to be accepted? But that's exactly how too many members of the LGBT+ community feel. We know this because they tell us. So we should listen, support them and work to make it better."
Henderson proudly wore the rainbow-coloured armband during the victory over the Saints, as he has done on many other occasions.
This year he actively chased a move to Saudi Arabia, where homosexual relations are illegal and punishable by death.
Al Ettifaq infamously announced Henderson's transfer with a compilation video that greyed out the rainbow armband he wore.
Henderson has since apologised to LGBTIQA+ fans, revealing he is hurt by suggestions he turned his back on them.
He told The Athletic: "When I was making the decision, the way that I tried to look at it was I felt as though, by myself not going, we can all bury our heads in the sand and criticise different cultures and different countries from afar.
"But then nothing's going to happen. Nothing's going to change. I think people know what my views and values were before I left and still do now. And I think having someone with those views and values in Saudi Arabia is only a positive thing.
"For people to criticise and say that I'd turned my back on them really, really hurt me."
Asked about wearing a rainbow armband at Al Ettifaq, Henderson added: "If that did disrespect the religion, then no, I'm not going to do that."
As part of the same interview, Henderson insisted he wasn't receiving payments for social media posts promoting Saudi Arabia.
That means that his decision to promote the Kingdom's bid to host the 2034 World Cup on social media was entirely his own idea.
"Very excited about the announcement," Henderson says in a video shared to his public accounts. "Go Saudi Arabia 2034."
He has since doubled down on his voluntary decision to back the country's bid to stage the World Cup.
The England midfielder said: "I mean, 2034 I think by that time I think they will put on a pretty good World Cup, to be honest.
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"So I think it's exciting times for them as a country and I think it will be a special tournament if they end up getting it. I've been there for two months and there's been no issues in terms of fans or anything like that. So again, I think they'll enjoy the experience there. It will be a long wait, but I think they'll enjoy the experience there.
"I think, you know, when we look at Qatar, the way that they did the job there. It was a good tournament, I think the fans enjoyed the tournament and I think Saudi would be no different."