The Eagles face Leigh on Saturday, and they are fully focused on lifting the first available silverware of the season.
Henderson said, “We have put the quarter-final behind us. We had a brief chat afterwards but that is it.
“We know where we went wrong, and we are making sure that the things we failed to do against London are achieved when we play Leigh.”
34-year-old Henderson and the rest of the Sheffield squad are going into what he described as ‘unknown territory’, by entering the final as favourites rather than the underdog role they are used to being cast in.
“Our league form means that we’re favourites, which is unusual because in the last few years we have been unfancied in the big games,” explained the Scottish international.
“Leigh do play expansive rugby league though, just like ourselves, so I would not say we are clear favourites.”
The 15-game winning streak the Eagles are currently enjoying in the Kingstone Press Championship shows the pedigree of their current side and Henderson knows how important on-field success is to the club’s Super League aspirations.
He said, “Obviously the overall aim is to play in Super League. Mark Aston (head coach) has been building for years now and off the field the club is in good shape.
“There are strong performance pathways in place with a great youth set-up and a partnership with Sheffield Hallam University.
“On-field success is the most vital thing, as it raises the profile of the club and is the best way to get new fans and players on board.”
Kick-off in Saturday’s Northern Rail Cup Final at the Shay, Halifax is 5.00pm.
To win tickets to Sheffield’s next home Kingstone Press Championship match, against Keighley on Friday 26th July, click here.
Kingstone Press Cider has teamed up with LoveRugbyLeague to celebrate all things great about the rugby league Championships. For the rest of the season, ‘Championing the Championships’ campaign will put a weekly spotlight on each Championship and Championship 1 club to focus on their most memorable moments, look back at the clubs heroes and reward the loyal fans. Read more.