There was little between the teams in the first half with Rochdale struggling to match some promising build-up play with a finish.
Rochdale goalkeeper Josh Lillis was put to work by a volley from Dean Cox and a header from Nathan Clarke while the best effort of the half, a volley from Dale midfielder Jamie Allen, was blocked by Ryan Hedges.
David Mooney almost headed into his own net at the start of the second half when he attempted to clear Michael Rose’s free-kick, O’s goalkeeper Alex Cisak saving his blushes with a fine save.
The winning goal came in the 66th minute when Henderson slammed Peter
Vincenti’s cut back into the roof of the net from 10 yards.
Allen should have doubled the lead when he went through on goal only to slide a poor effort wide of the post
Orient posed little threat up front after the break and Rochdale finished strongly with Calvin Andrew and Ashley Eastham both denied by Cisak late on.