The 20-year-old has been linked with the likes of United and Manchester City in recent weeks.
Bruce has revealed that United boss Sir Alex Ferguson has asked to be ‘kept informed’ over Henderson’s situation.
“Only once has Fergie talked about one of my players, and that was [Antonio] Valencia, and bugger me he bought him!” joked Bruce in the News of the World.
“He had spoken to me about him. ‘Keep me informed’ were his words, then he signed him.
“He has said the same about Jordan, but to be fair they have all asked to be kept informed.
“What has caught most of their eyes is his ability to get up and down the pitch now is huge. You looked at Steven Gerrard, Ashley Cole and Cesc Fabregas, they are all great players but they can get up and down the pitch to get the mileage, and you need that in the modern game.
“He has caught the eye because he is a very good player. If you are Chelsea, Manchester United, or Liverpool, there is a 20-year-old who is playing in the Premier League week in, week out. There are not many you can look at.
“He is a Sunderland player, and a Sunderland lad and we will do our utmost to keep him but we can never stop speculation.
“He has huge respect for this football club and he will do the right thing. Jordan has a good grounding.”