Henderson has been linked with the likes of Manchester United, Chelsea and Manchester City in recent weeks.
The 20-year-old has been a hit for the Black Cats this season and the club are keen to keep the youngster at the club.
The Mirror reports that Henderson is in no rush to leave the Black Cats, but the club could be tempted to cash in on the youngster should they recieve a good enough bid in January.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.