The Ajax midfielder has returned to the Three Lions set-up under new manager Thomas Tuchel after missing out on the tournament last summer and explained that he and his family went to the Berlin showpiece in a van to cheer on his compatriots, who ultimately fell to a 2-1 defeat against Spain.
Henderson told reporters: "I didn't know until late doors whether I could go with training or times or schedule. But we were off or late the next day so I was able to go.
"Then, when I found out I could go, there were no flights anywhere. I couldn't go from England, couldn't go from Amsterdam. So I looked at how far it was and I hired a van for me and the family and we drove across."
Henderson enjoyed the experience of following England at a tournament as a supporter but is glad to be back in the squad once more as he looks to add to his 82 caps.
He said: "When we needed the toilet or something, or popping in the garages, it was quite funny to see some of the fans. Actually, it was quite nice to be with them. Obviously I would have rather been with the team.
"I was watching on the telly and it was hard but all I wanted was the lads to do well and win. I had a good feeling that we were going to win, so I needed to be there to see it. Unfortunately, it didn't work out. But I was happy that I went to watch them live."