The former Wales and British Lions fly-half, who turned 39 in February, has signed a 12-month contract with the League 1 part-timers and has been in training with the Llanelli club for the last six weeks.
Henson has not played since being released by the Dragons at the end of the 2018–19 PRO14 season but will start at stand-off in the first-round tie against Widnes at Stebonheath Park, which will be shown live by the BBC.
West Wales coach Aaron Wood said: “He’s a world class player and knows his body and where he’s at. He’ll definitely be playing on Sunday, he’ll be playing in the number six.
“I wouldn’t put him in if he didn’t think he was ready. He’s a fast learner and he looks better and better every week.
“What better way to test yourself than Widnes? It’s a challenge for everyone.
“I’m sure Widnes will probably come at him and test him up big time but he’s been in bigger games and played on the biggest stages.”
Henson’s half-back partner will be Rangi Chase, another high-profile signing for the ambitious Welsh club, who are determined to make an impact after finishing bottom of the table in their last full season in 2019.
Chase, 34, was Super League Man of Steel in 2011 and, after switching his allegiance from New Zealand, played for England in the 2013 World Cup.
The former Castleford, Salford, Leigh and Widnes half-back, whose last match was against West Wales while playing for League 1 club Doncaster just over 12 months ago, has been made captain by Wood, who is expecting a big season from him.
Wood added: “Rangi is another world class player. He’s the captain and the boys respect him.
“A lot of people don’t see what he does off the field, the hard work he puts into his body to get himself right.
“He’ll be looking forward to this, it’s a good challenge against his old club Widnes.
“Him and Gav have been bouncing off each other in training. They’ve been magic, guiding the team around.”