The visitors were rewarded for their enterprising play with the opening goal after 33 minutes thanks to a quality finish from skipper Wordsworth, who was unmarked when he collected a pass from Gavin Massey and drove the ball home into bottom right-hand corner from deep inside the penalty area.
Orient goalkeeper Ryan Allsop had already been called into action by then, pulling off saves to deny Jabo Ibehre, Brian Wilson and Massey, who caused continuous problems for the home defence with his raids down the left flank.
Scott Wagstaff looked the chief threat for the home side, testing Colchester keeper Mark Cousins with a couple powerful shots before the Essex club tightened their grip on the game with a second goal six minutes into the second half.
Midfielder Craig Eastmond fired in a shot that Allsop fumbled and Henderson was on hand to stab the ball over the line from six yards out.
Orient did have the ball in the net after 75 minutes only to see Wagstaff's strike ruled out by an offside flag. The same player forced a fine save from Cousins a minute later but the U's were good value for their win.