Henderson has signed a contract until the end of the season and the experienced striker is set to make his debut against one of his former clubs, Watford, at the City Ground on Saturday.
The 31-year-old becomes Forest's third signing of the January transfer window, following the loan arrivals of defenders Elliott Ward and Gonzalo Jara Reyes.
Reds chairman Fawaz Al Hasawi said: "We are delighted to have brought a player of Darius' experience to the club.
"He knows all about the Championship and has also played at the highest level in England as well and I've no doubts he will be a great addition to Alex McLeish's squad."
Henderson began his career with Reading and has also played for Brighton (loan), Gillingham, Swindon (loan) and Sheffield United.
He has scored seven goals so far this season, including one against Forest in Millwall's 4-1 win at the City Ground in November.
- Sports & Recreation
- Elliott Ward