Chisholm has been linked to a move to either London or Bradford.
But Henderson told Love Rugby League the scrum-half won’t be signing for the Broncos.
“It’s the first I’ve heard of it,” he said.
“There’s no truth in it.”
Chisholm spent part of the 2015 season on loan at Hull KR, scoring three tries in seven games.
The 25-year old can play halfback, five-eighth and at fullback, and has represented France four times.
He signed for the Bulldogs at the start of 2016 and has been playing for the club’s NSW Cup side.