Former Liverpool captain Henderson swapped Anfield for Saudi Arabia in the summer, a transfer which attracted huge criticism and backlash.
The England international lasted just six months in the Middle East, though, and returned to Europe in the January transfer window by joining Dutch side Ajax.
Many players headed out to Saudi Arabia in the summer given the huge transfer fees and wages teams are willing to pay – but some have accused the country of sportswashing due to their abysmal human rights record.
Homosexuality is illegal in Saudi Arabia and can even be punishable by death with LGBTQ+ groups and their allies angered by Henderson’s summer switch given his previous vocal support for the gay community.
Speaking in his first press conference as an Ajax player on Friday, Henderson said: ‘I think a lot of people would like me to sit here and criticise the Saudi league but that’s not something I am going to do.
‘I have full respect for the league, Al-Ettifaq and the people over there who really made us feel welcome.
‘If anyone was offended or feels I have upset them, that’s on me, that was my decision, and I apologise for that. That was never my intention. I just want to look forward now and be the best player I can be for Ajax.
‘Listen, I said six months ago, if I offended anybody or let them down then I apologise for that. I will apologise again.
‘But my beliefs have never changed and never will. Again, I can only apologise if people feel let down, but I have not changed as a person and never have.’
Asked if he regretted his stint in the Saudi Pro League, Henderson added: ‘Listen, looking back, at the time it was a big decision.
‘I felt it was right for me and my family at the time. But things happen, things change quickly in football and I had to make another decision. The opportunity to play at this great football club (Ajax) was too big.
‘In life, if you want to call them regrets or mistakes, you can call them that. But at the same time, they are only mistakes if you do not learn from them.
‘I learnt a lot out in Saudi and I haven’t got a bad word to say. I have friends over there I will speak to forever.’
Quizzed on if he will reach out to LGBTQ+ groups to build bridges, Henderson said: ‘All I want to do is concentrate on my football.
‘I will try to help people who have asked for my help. That’s all I have ever done. Like I said, if anyone from the community feels let down or hurt, I apologise. I did that six months ago and it was never my intention.’
Henderson faced boos from a section of England fans last year over his Saudi switch and admitted that he had spoken to Gareth Southgate about joining Ajax.
‘I’m in contact with Gareth regularly. Henderson added. ‘I have been for many years. That hasn’t changed. He’s like that with all the players. He understands the situation.’
The 33-year-old midfielder had been linked with a number of top clubs before his move to the Netherlands, including Italian giants Juventus.
Henderson, explaining why he picked Ajax, said: ‘Don’t believe what you read in the press! It was nothing other than a football decision.
‘It was the perfect opportunity to come to a huge club and showcase what I’ve tried to do my whole life.
‘The welcome here has been incredible. I want to repay the faith shown in me and I will give it absolutely everything.’