While his fellow pundit Gary Neville was surprised at the decision, Carragher was not as shocked.
"I spoke to Jordan two or three weeks ago, on the text, and it was about putting something together for Jurgen Klopp for Sky Sports... I could tell he wasn't himself," Carragher explained on Stick to Football.
"People have made a big deal about when they've watched it (the Klopp tribute video), saying 'Well why isn't Jordan Henderson on it?' - it was sort of through me, and I get the feeling he was just thinking, 'I'm not speaking to the press'."
He added: "I could just feel, and I didn't push him too much on the whole, 'can we organise this interview?' I just - you know what, he's had a lot of stick the last 12 months, and some people might think rightly with the move to Saudi and now Ajax."
Carragher finished: "I know him personally, there's a lot of great footballers, Jordan's a great footballer, but there's less great footballers who are proper men, a proper lad. He's a good lad, Jordan."
"I think Jordan will be (surprised). It's a brave decision by Gareth, people have been calling for him not to be in the squad for a long time. I actually think if there's 26 in the squad, you know there's probably five or six that will not play a minute.
"I just thought that Jordan Henderson might be a semi-coach and player type of thing. There's going to be players there, think of squads of 23, there's normally four or five that don't play. But when the squad then goes to 26, there's five or six that don't play."