Skipper Henderson admits that he will be forever grateful to Everton goalkeeper Pickford, who he was born just a few miles away from in the North-East, and he will still volunteer to step up from 12 yards in the future.
"I thanked him, I can't thank him enough," he told reporters. "I'm forever in his debt. He says the Mackems stick together! You obviously fear the worst when you miss the penalty but Pickers has done brilliantly with the save. We're a really close group, I think you can see that.
"It's difficult when you miss and nothing can be said that's going to make it alright but it's not about me, it doesn't really matter now, we won and that's the main thing.
"I can hardly remember [my pen]. Maybe it was a good height for the keeper. If anything, it needed to be higher or lower but in penalties you can miss or there can be a good save.
"Thankfully the lads dug me out. It wouldn't put me off but it might put Gareth off! I'd take another one but obviously it's down to the manager and I would understand if he chose someone else."
Tuesday night's victory, following a 1-1 draw after extra time, was just the second time England have triumphed on penalties at a major tournament.