The 26-year-old one-cap England international had hoped to go toe-to-toe with Sam Johnstone for the No1 shirt at Palace before sustaining the injury.
The club are hopeful that Henderson, who signed a five-year deal at Selhurst Park, will make his long-awaited return before the end of December, while the FA Cup third round in early January represents a likely opportunity for a second Palace start.
The Colombian international said: “It’s no secret that they have good players. They are in a good moment.
"But we are preparing well. I think it’s a good opportunity [for us] to succeed.”