Allsop replaced Henderson in the early stages of Saturday's 1-1 draw with Nottingham Forest after the Irishman clashed with Simon Cox, dislocating his shoulder in the process.
The former Bristol City keeper could be sidelined for up to six months and Allsop is confident he can help the team in Henderson's absence.
"Stephen was good to have in and around the place," Allsop told the club's official website. "He was good in training and I like to think I pick up little things off everyone I work with. You can always learn off everyone.
"He was away for a week on international duty, which was brilliant for him, but when he was around the place he was really good to work with.
"It was a shock. I didn't expect the injury to happen but my job was to prepare in the right way and expect the worst to happen.
"You have to prepare for everything; no one expects that sort of thing to happen but I have to be ready for anything and to come on and do my job."
"It has been tough, getting sent off at Leeds, being banned for the Millwall game and then seeing Stephen coming in. But I just had to work hard, train as I always do and challenge Stephen for his place.
"It's unfortunate for him that he's picked up the injury as he has done, but I have to work hard and go in with the right attitude and do everything I've been doing.
"It's up to the gaffer to pick the team but I have to get my head down and keep working hard, and hopefully I can keep improving and do well."