However, the move did not pan out for Henderson, who left on a free for Ajax this winter.
I now realize that football runs through my blood," he said to Dutch outlet Parool.
The Saudi league is developing but it doesn't suit me, I made a mistake going there. I am happy here at the Ajax project."
He added: Looking back at the time, it was a big decision and one I felt was right for me.
Things change quickly in football and I'm happy to make this decision (to come to Ajax) and I felt this opportunity was too big to turn down for me.
In life, if you wanna call them regrets or mistakes you can, but they're only mistakes if you don't learn from them and I learnt a lot of things about Saudi.
I haven't got a bad word to say about anyone. I have friends over there I'll speak to forever and there were still positives to come out of it.
In the end it didn't turn out way we both wanted to, but it ended on great terms."