Henderson made an impressive debut against Sheffield Wednesday, replacing the injured Dean Gerken who will be back before the end of the season after scans showed he has not fractured his collar bone as first feared, and will again be give a chance to impress.
Millen says he is confident Henderson can step in again for their important clash with the Swans.
"He was excellent in his debut," Millen told the club's official website.
"We know how difficult the Swansea game will be. Paulo Sousa has done a good job without changing too much in terms of their formation. They don't score many goals but I'm sure they will argue that the other team can't score if they retain possession of the ball."
Long-term absentees Jamie McAllister (calf), James Wilson and Jamie McCombe (both knee) remain on the sidelines.