The lightly-raced four-year-old Fusil Raffles justified favouritism when beating Grand Sancy to the Unibet Elite Hurdle at Wincanton on Saturday.
Sent off as the 4/7 favourite on the back of a Grade One win as a juvenile at Punchestown in the spring, Fusil Raffles was made to work hard by Grand Sancy who laid down a stern challenge.
Little separated the pair after they jumped the last upsides, but Fusil Raffles pulled out a bit more on the run for home to win by three parts of a length.
Henderson told ITV Racing: "I was very nervous, he wasn't ready for a racecourse to be honest, so I wasn't expecting it to be easy.
"He's grown so much in the summer and he hadn't filled out. I didn't start with him until about three weeks ago, so I was nervous.
"I wished I'd had three more weeks! There's a lot more to come, he's grown a lot and he literally did his first bit of work three weeks ago, so he's done well."
Fusil Raffles is one of three Champion Hurdle hopefuls this season for Henderson, with Triumph Hurdle winner Pentland Hills and dual champion Buveur D'Air also in that division.
Henderson added: "Buveur D'Air is in great form and, as usual, will go to the Fighting Fifth. Pentland worked this morning and went well, but he grew outwards while Fusil grew upwards!
"Pentland has grown into a bull of a horse. I just need to get him ready for wherever he goes, I'm struggling to find a race for him because after the Fighting Fifth, there's a dearth of two-mile races. I don't want them taking each other on yet."