United got off to a dream start after snatching the lead with seven minutes gone.
David Cotterill carved out the goal by picking out Kyle Naughton and the 20-year-old tucked his left-foot shot into the far corner from 16 yards.
Derby,who had lost just one of their last six games under Nigel Clough, were handed a half-chance as striker Steve Davies, with time to spare, miscued from just inside the area and left Paddy Kenny with a comfortable save.
United added a second on 21 minutes when John-Joe O'Toole pumped the ball out to Cotterill whose deep cross was met at the far by Henderson's header.
Derby, struggling to cope with United's more direct approach, almost pulled one back seconds before the break.
Robbie Savage picked out Rob Hulse with a free-kick 20 yards out and the former United striker fired in a low shot which was smothered on the line by the diving Kenny.
The Midlands side were back in the game in the 52nd minute after midfielder Gary Teale's low shot found its way through a packed goalmouth.
Centre back Matt Kilgallon cleared off the line straight to the lurking Hulse, who hammered the ball into the roof of the net for his 16th of the season.
Henderson added United's second ten minutes after they failed to clear a Stephen Quinn cross as the ex-Watford striker stabbed the ball home from close range.
Derby hit back in the 69th minute as Davies lashed the ball across the face of the goal and sub Barry Bannan drilled it past the helpless Kenny.
But substitute Craig Beattie added United's killer fourth with a second to go to finish off Greg Halford's cross in stoppage time.