Chelsea midfielder N'Golo Kante was allowed to miss training on Wednesday after expressing concerns over the safety of a return to action amid the coronavirus pandemic, the PA news agency understands.
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"I fully respect their opinion and their decision to do that", Henderson said of the players who have expressed their concerns.
"Ultimately, if you don't feel comfortable or safe, you should not feel forced or pressured to come into work".
Chelsea have seen several other previously injured players come back after being out before the shutdown, including the likes of Abraham, Mateo Kovacic and Christian Pulisic.
"Everybody's situation is different but ultimately, for me, I feel very safe here at the training ground, otherwise I would not be here".
"I can only really speak for us, but I fully respect people in different situations who don't feel comfortable".
The French World Cup victor joined up with Frank Lampard's squad on Tuesday as Chelsea resumed training following the Premier League's decision to allow socially distanced sessions.
The Frenchman has previous health issues and also lost his brother to a heart attack and The Sun report that Chelsea will let him stay away from the the team until he wants to return.
English soccer was halted in mid-March due to the Covid-19 pandemic but clubs can now train in small groups as part of the Premier League's "Project Restart", which envisages a return to play in June.
Chelsea are set to be without Kante for their last nine remaining Premier League games, if the season resumes.
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