The Liverpool captain made a first competitive match appearance since going off at half-time of the Reds’ victory at Chelsea last month.
Henderson, who wore the captain’s armband for the Three Lions, was judged to have been fouled in the incident that led to England’s equaliser from the penalty spot.
Marcus Rashford converted from 12 yards and Mason Mount netted a second-half winner to overturn Romelu Lukaku’s opener for Belgium.
Trent Alexander-Arnold also started the clash at Wembley and went on to play 78 minutes, while Divock Origi remained on the bench for the visitors.