Brian Rice’s side were reduced to ten men and then went a goal down but came roaring back thanks to the heroics of the Hearts loanee, who netted all of his team’s goals in the 4-1 triumph.
The hosts were in a pickle 21 minutes into the contest after Graham Webster scored from the penalty spot following a red card for veteran centre-back Andy Graham.
Henderson flicked home a powerful header from ex-Jambo Connor Sammon to draw Alloa level on 26 minutes.
The 21-year-old caught fire in the second period, netting three times in the space of 21 minutes to begin the half. All three of his goals after the break were creative by Ross MacIver.
Henderson spent the first half of the season on loan at the Wasps. He was recalled by Hearts in January and given a new one-year extension before being sent to the Indodrill again.