Liverpool signed Henderson from Sunderland in 2011 with the England international since donning the Reds armband.
However, it was not always straightforward for the 27-year-old, who nearly left during Rodgers’ time in charge.
Rodgers, now at Celtic, tried to include Henderson in a swap deal that would have seen then-Fulham star Clint Dempsey move to Anfield.
Liverpool ultimately opted against that with Henderson now set to lead the Reds in next week’s Champions League final with Real Madrid.
And Henderson has now opened up on the hurt of learning that Rodgers wanted him gone.
He told the Daily Mail: “Brendan [Rodgers] called me in and said ‘listen, this is the offer’ and he asked me what I thought.
“It implied to me that he would let me leave and it was up to me.
“I went back to my room. I shed a few tears. I ended up crying a little bit because it hurt so much. I had the game that night to think about it as well.
“I spoke to my agent and told him what had happened and I said I didn’t want to go. I wanted to stay and fight and try and improve and try to prove the manager wrong.
“My agent agreed. I spoke to my dad. He was gutted but he backed my decision to stay and fight.
“From that point, I just kept my head down. I knew I wouldn’t get as much game time as I wanted but I still had faith.
“I was young enough to get my head down, keep working hard, do my extra bits and prove them wrong and I feel I managed to do that by the time Brendan left.
“There are always those moments in football – and life in general – which can decide the path and the route you go down.
“For me it was never an option to leave.”