The result was the perfect response for Millwall following on from their 6-0 hammering against Birmingham.
Henderson's hat-trick was his sixth goal in the last two games, after his strikes in the FA Cup third-round replay against Dagenham & Redbridge.
The striker's first came from the spot, his second followed neat chest control and he latched onto a loose ball late on to complete his hat-trick, while Barnsley grabbed a late consolation with one of their few shots on target.
Barnsley looked flat throughout the game, and missed the midfield guile of the injured Jacob Butterfield and the departed Danny Drinkwater.
Millwall started brightly, and Hamer Bouazza's corner provided Harry Kane with a free header but he could not direct it on target.
The Lions missed a gilt-edged chance to go ahead after 29 minutes, but Henderson could not direct his close-range header past Luke Steele.
Minutes later, Millwall were awarded a penalty after Miles Addison was adjudged to have pushed Liam Trotter when defending a free kick. Henderson stepped up and hammered the ball into the left-hand corner.
Henderson got his and Millwall's second after 39 minutes, Barnsley lost possession in midfield to Nadjim Abdou. He played the ball up to Henderson who evaded his marker to chest down and slot into the bottom right corner.
Barnsley, missing the creativity of Drinkwater following his move to Leicester, should have been back in it during first-half stoppage time, but after good work from Ricardo Vaz Te and an inviting cross by Jay McEveley , Bobby Hassell could only head wide from close range.
The home side tried to get back into the game early in the second-half, but Chris Dagnall shot wide with a 20-yard piledriver, while Millwall always looked dangerous on the break and Kane should have settled it after 69 minutes but Steele made a fine save.
Barnsley continued to search for a goal and Addison went close, but his back header sailed inches wide.
Millwall grabbed a third after 75 minutes, Barnsley losing possession on the edge of their own area, Henderson gathered the loose ball and drilled into the bottom left corner to complete his hat-trick.
The Tykes pressed for a consolation, but Andy Gray glanced a header well wide from a Scott Wiseman cross.
They finally got a goal in the final minutes, Vaz Te finding space and setting up Jimmy McNulty who crashed his shot home, and buoyed by this, they pressed forward again, forcing Millwall into some desperate defending.
Millwall should have had a penalty in injury time when Kane was bundled over by Stephen Foster but the referee waved away the appeals.