Henderson threw 25 fastballs in the bullpen at Chase Field on Wednesday afternoon. He will remain in Phoenix when the Brewers depart following Thursday's series finale against the D-backs, and will continue his rehab at Maryvale Baseball Park. The Brewers have a state-of-the-art rehab facility there, and the club's rookie-level Arizona League affiliate opens its season on Friday.
Right-hander Tyler Thornburg, who is on the disabled list with an elbow injury, is also expected to remain behind.
"These guys need to take care of the guys who are on the field, make sure everybody up here [in the Major Leagues] is performing to the best of their ability," Henderson said. "To go down there and get the work in is what I need. I can get into a routine here."
Because Henderson is facing more bullpen sessions, then throwing batting practice, then another Minor League rehab assignment, the best-case scenario does not have him back with the Brewers until after the All-Star break.
That would still leave him two-plus months to contribute to a team that expected to open the season with Henderson as its closer, a role he filled ably in 2013 after John Axford faltered.
Henderson converted 28 of 32 save chances and posted a 2.70 ERA but worked with diminished velocity this spring, leading the Brewers to open the season with Francisco Rodriguez in the closer's role.
"We need to get Henderson back to where he can help us," manager Ron Roenicke said. "He's a guy that did a great job for us, and we need another good arm out there."