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Franck Kessie was denied a stunning opener against the Red Devils in the first half after VAR ruled that he had handled the ball when he was bringing the throw-in under control.
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The Red Devils looked as though they had sealed an important win at Old Trafford before Simon Kjaer pulled back a crucial equaliser in injury time.
United poorly defended Milan's corner as Kjaer fired a header directly at Henderson, who managed to palm it before it crashed into the back of the net.
The costly mistake has left United fans taking to social media and blasting Henderson for conceding in the round-of-16 tie.
Ole Gunnar Solskjaer refused to blame Henderson for the error, saying that his side "should have attacked the ball with the men we had there."
Speaking after the match, the United boss told BT Sport: "Very disappointed to concede with one of the last kicks of the ball, or head.
"That makes it harder, of course, but it was always going to be going down to the second game there anyway.
"I've seen him [Henderson] save them, but it's the structure that we lose. We dropped too deep and we get blocked off and they get the header on. We should have attacked the ball with the men we had there.
"We were a bit too slow with the possession. That's the learning we have to get into ourselves, we have to perform every single week. We're playing against good teams. Probably a draw is a fair result.
"We'll get players back, hopefully. They'll get players back and it'll be a good game again, two good teams."
United will travel to the San Siro for the second-leg clash with Milan on 18th March.
Featured Image Credit: BT Sport/Twitter
Topics: Football, Europa League, Manchester United, Serie A, UEFA, Premier League, England, AC Milan, Old Trafford, Italy