Henderson is delighted making the final cut.
Speaking to Palace TV, the goalkeeper smiled: “It’s obviously a great honour.
“Going to the last one was fantastic, but having to withdraw through injury, that was disappointing. To be able to go to Germany, second time around, is fantastic, and I’m delighted.
“It (my journey) has been very difficult. Obviously as I’ve said before, it’s a difficult time when you’re injured for that amount of time, and you’ve almost got to battle with yourself day in, day out, to try and keep that belief inside you and know that you will come back.
“That’s the biggest thing for me: I’ve been hit with a few punches, but I’ve got back up again and got myself fighting.”
Henderson is one of four Palace players named in the squad.
“It's fantastic," he added. "I’m delighted for all of them.
“They’ve all been outstanding in training and made a great impression."